+48.0%
IEFA vs RCAT
+41.8%
+6.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.2% |
| 7D | +2.2% | -5.9% | +8.1% | +2.4% |
| 30D | +1.1% | -19.7% | +20.7% | +1.6% |
| 3M | -4.3% | -62.9% | +58.6% | -1.4% |
| 6M | +1.4% | -59.6% | +60.9% | +3.6% |
| YTD | +10.1% | -52.1% | +62.2% | +11.2% |
| 1Y | +12.9% | -50.9% | +63.8% | +13.7% |
| 3Y | +65.8% | +333.8% | -268.0% | +50.2% |
| All | +48.0% | +41.8% | +6.2% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling