+127.5%
IEF vs RCAT
-100.0%
+227.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.6% | -0.9% |
| 7D | -0.2% | -5.6% | +5.4% | -0.2% |
| 30D | +1.8% | -27.0% | +28.8% | +1.8% |
| 3M | -1.2% | -57.9% | +56.7% | -1.2% |
| 6M | -2.5% | -59.4% | +56.9% | -2.5% |
| YTD | -2.5% | -46.9% | +44.4% | -2.5% |
| 1Y | -2.3% | -54.0% | +51.8% | -2.3% |
| 3Y | +11.3% | +378.4% | -367.1% | +11.3% |
| 5Y | -7.6% | +61.9% | -69.5% | -7.6% |
| 10Y | +7.3% | -99.6% | +106.9% | +7.7% |
| All | +127.5% | -100.0% | +227.5% | +131.6% |
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 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