+51.4%
IEFA vs RCAT
+179.4%
-127.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | -1.1% | -18.7% | +17.6% | -0.5% |
| 3M | +5.1% | -29.3% | +34.3% | +5.9% |
| 6M | +9.3% | -42.3% | +51.6% | +10.3% |
| YTD | +13.0% | +2.5% | +10.4% | +11.7% |
| 1Y | +19.2% | -5.7% | +24.9% | +17.4% |
| 3Y | +67.0% | +764.9% | -697.9% | +50.3% |
| All | +51.4% | +179.4% | -127.9% | +37.4% |
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 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