+23.5%
IGV vs RCAT
+183.7%
-160.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -4.5% | -1.4% | -3.1% | -4.4% |
| 30D | +3.2% | -3.3% | +6.6% | +3.3% |
| 3M | +4.5% | -43.2% | +47.7% | +7.6% |
| 6M | +22.1% | -43.2% | +65.3% | +24.6% |
| YTD | -1.0% | +5.5% | -6.6% | -3.1% |
| 1Y | -2.1% | -1.6% | -0.5% | -4.7% |
| 3Y | +44.6% | +773.7% | -729.1% | +22.0% |
| All | +23.5% | +183.7% | -160.3% | +5.4% |
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