+67.0%
IEFA vs RCAT
+796.4%
-729.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +1.0% |
| 30D | -0.6% | -5.6% | +5.0% | -0.5% |
| 3M | +6.2% | -30.2% | +36.4% | +6.9% |
| 6M | +11.2% | -43.4% | +54.6% | +12.0% |
| YTD | +14.2% | +9.6% | +4.5% | +12.9% |
| 1Y | +20.0% | -2.0% | +22.0% | +18.5% |
| All | +67.0% | +796.4% | -729.4% | +59.1% |
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