+1,410.3%
IBKR vs RCAT
-99.9%
+1,510.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | -0.3% | -18.7% | +18.4% | -0.3% |
| 3M | +4.7% | -29.3% | +33.9% | +4.8% |
| 6M | +34.0% | -42.3% | +76.3% | +34.2% |
| YTD | +40.8% | +2.5% | +38.3% | +40.7% |
| 1Y | +45.7% | -5.7% | +51.4% | +45.6% |
| 3Y | +288.4% | +764.9% | -476.5% | +285.2% |
| 5Y | +487.2% | +182.3% | +304.9% | +482.8% |
| 10Y | +991.2% | -98.5% | +1,089.7% | +966.7% |
| All | +1,410.3% | -99.9% | +1,510.2% | +1,397.4% |
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