+18.1%
IEFA vs RCAT
-7.4%
+25.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -2.4% | -5.4% | +3.0% | -2.2% |
| 30D | -2.1% | -24.2% | +22.1% | -1.1% |
| 3M | +5.5% | -25.8% | +31.4% | +6.3% |
| 6M | +8.1% | -44.9% | +53.0% | +9.5% |
| YTD | +11.9% | +1.9% | +10.0% | +10.5% |
| 1Y | +18.1% | -5.2% | +23.2% | +16.2% |
| All | +18.1% | -7.4% | +25.5% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling