+117.6%
IEMG vs RCAT
-99.9%
+217.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | +2.7% | -5.9% | +8.6% | +2.7% |
| 30D | -5.7% | -19.7% | +14.0% | -5.7% |
| 3M | -8.8% | -62.9% | +54.1% | -8.6% |
| 6M | -8.9% | -59.6% | +50.7% | -8.7% |
| YTD | +11.2% | -52.1% | +63.3% | +11.3% |
| 1Y | +12.2% | -50.9% | +63.1% | +12.3% |
| 3Y | +68.5% | +333.8% | -265.3% | +67.8% |
| 5Y | +34.3% | +40.7% | -6.4% | +33.9% |
| 10Y | +131.1% | -99.8% | +230.9% | +132.3% |
| All | +117.6% | -99.9% | +217.5% | +116.8% |
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 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