+41.1%
IGV vs RCAT
+796.4%
-755.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.1% |
| 7D | -3.3% | +5.4% | -8.7% | -3.7% |
| 30D | 0.0% | -5.6% | +5.6% | +0.2% |
| 3M | +7.3% | -30.2% | +37.6% | +9.2% |
| 6M | +16.7% | -43.4% | +60.1% | +19.2% |
| YTD | -2.8% | +9.6% | -12.5% | -4.9% |
| 1Y | -6.7% | -2.0% | -4.7% | -9.0% |
| 3Y | +41.1% | +825.0% | -783.9% | +29.0% |
| All | +41.1% | +796.4% | -755.3% | +29.0% |
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