+204.4%
IEFA vs RCAT
-99.9%
+304.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.1% |
| 7D | +2.2% | -5.9% | +8.1% | +2.2% |
| 30D | +1.1% | -19.7% | +20.7% | +1.1% |
| 3M | -4.3% | -62.9% | +58.6% | -4.0% |
| 6M | +1.4% | -59.6% | +60.9% | +1.6% |
| YTD | +10.1% | -52.1% | +62.2% | +10.2% |
| 1Y | +12.9% | -50.9% | +63.8% | +13.0% |
| 3Y | +65.8% | +333.8% | -268.0% | +64.4% |
| 5Y | +47.7% | +40.7% | +6.9% | +46.6% |
| 10Y | +146.8% | -99.8% | +246.5% | +142.2% |
| All | +204.4% | -99.9% | +304.2% | +197.4% |
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 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