+84.8%
IEMG vs RCAT
+738.1%
-653.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +1.7% |
| 30D | +4.6% | -18.7% | +23.3% | +5.4% |
| 3M | +4.8% | -29.3% | +34.1% | +5.9% |
| 6M | +16.8% | -42.3% | +59.1% | +18.2% |
| YTD | +24.8% | +2.5% | +22.3% | +23.7% |
| 1Y | +34.3% | -5.7% | +40.0% | +32.8% |
| All | +84.8% | +738.1% | -653.4% | +78.2% |
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 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