+48.3%
IEMG vs RCAT
+182.3%
-134.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -1.3% | -4.9% | +3.6% | -1.1% |
| 30D | +1.9% | -22.9% | +24.8% | +2.9% |
| 3M | +1.4% | -33.7% | +35.1% | +2.6% |
| 6M | +15.2% | -50.7% | +65.9% | +17.1% |
| YTD | +23.8% | +0.4% | +23.4% | +22.6% |
| 1Y | +30.7% | -27.6% | +58.3% | +30.0% |
| 3Y | +83.3% | +753.2% | -669.9% | +66.6% |
| All | +48.3% | +182.3% | -134.0% | +36.3% |
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