+37.2%
IBB vs RCAT
+46.9%
-9.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +0.9% |
| 7D | -1.8% | -12.7% | +10.9% | -1.4% |
| 30D | +5.1% | -34.3% | +39.4% | +6.7% |
| 3M | +10.7% | -53.4% | +64.1% | +13.8% |
| 6M | +22.9% | -62.0% | +84.9% | +26.6% |
| YTD | +26.7% | -49.1% | +75.8% | +27.7% |
| 1Y | +35.1% | -53.1% | +88.2% | +36.3% |
| 3Y | +80.2% | +318.7% | -238.5% | +56.9% |
| All | +37.2% | +46.9% | -9.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling