+66.8%
IBB vs RCAT
+762.9%
-696.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +10.5% | -3.3% | +13.8% | +10.5% |
| 3M | +23.6% | -43.2% | +66.9% | +25.5% |
| 6M | +22.6% | -43.2% | +65.8% | +23.8% |
| YTD | +25.7% | +5.5% | +20.1% | +23.8% |
| 1Y | +51.4% | -1.6% | +53.0% | +48.4% |
| All | +66.8% | +762.9% | -696.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling