+41.7%
IGV vs RCAT
+339.1%
-297.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.6% | -18.8% | -1.4% |
| 7D | -5.2% | -12.7% | +7.6% | -4.5% |
| 30D | -10.0% | -34.3% | +24.3% | -7.7% |
| 3M | -0.5% | -53.4% | +52.9% | +4.0% |
| 6M | +12.6% | -62.0% | +74.6% | +18.5% |
| YTD | -6.4% | -49.1% | +42.6% | -4.1% |
| 1Y | -9.5% | -53.1% | +43.6% | -7.2% |
| 3Y | +41.7% | +318.7% | -277.0% | +38.6% |
| All | +41.7% | +339.1% | -297.4% | +38.6% |
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