+293.0%
IBKR vs RCAT
+720.6%
-427.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | -0.2% | -22.9% | +22.6% | +2.0% |
| 3M | +3.0% | -33.7% | +36.7% | +5.9% |
| 6M | +33.9% | -50.7% | +84.6% | +39.4% |
| YTD | +42.5% | +0.4% | +42.1% | +39.3% |
| 1Y | +44.9% | -27.6% | +72.5% | +43.4% |
| 3Y | +293.0% | +753.2% | -460.2% | +265.8% |
| All | +293.0% | +720.6% | -427.6% | +265.8% |
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