+705.6%
IBB vs RCAT
-100.0%
+805.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.6% | -16.9% | +1.7% |
| 7D | -1.8% | -12.7% | +10.9% | -1.8% |
| 30D | +5.1% | -34.3% | +39.4% | +5.1% |
| 3M | +10.7% | -53.4% | +64.1% | +10.9% |
| 6M | +22.9% | -62.0% | +84.9% | +23.1% |
| YTD | +26.7% | -49.1% | +75.8% | +26.8% |
| 1Y | +35.1% | -53.1% | +88.2% | +35.2% |
| 3Y | +80.2% | +318.7% | -238.5% | +79.2% |
| 5Y | +37.8% | +48.5% | -10.7% | +37.2% |
| 10Y | +161.2% | -99.6% | +260.8% | +156.2% |
| All | +705.6% | -100.0% | +805.6% | +596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling