+145.4%
IEMG vs RCAT
-99.8%
+245.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +1.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.2% |
| 30D | +4.6% | -3.3% | +8.0% | +4.6% |
| 3M | +0.4% | -43.2% | +43.6% | +0.5% |
| 6M | +16.4% | -43.2% | +59.5% | +16.4% |
| YTD | +25.4% | +5.5% | +19.9% | +25.3% |
| 1Y | +38.3% | -1.6% | +39.9% | +38.1% |
| 3Y | +84.1% | +773.7% | -689.6% | +83.0% |
| 5Y | +49.0% | +187.6% | -138.6% | +48.2% |
| 10Y | +141.8% | -98.5% | +240.3% | +142.5% |
| All | +145.4% | -99.8% | +245.2% | +144.1% |
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