+1,086.6%
IGV vs RCAT
-100.0%
+1,186.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -4.5% | -1.4% | -3.1% | -4.5% |
| 30D | +3.2% | -3.3% | +6.6% | +3.2% |
| 3M | +4.5% | -43.2% | +47.7% | +4.7% |
| 6M | +22.1% | -43.2% | +65.3% | +22.3% |
| YTD | -1.0% | +5.5% | -6.6% | -1.2% |
| 1Y | -2.1% | -1.6% | -0.5% | -2.3% |
| 3Y | +44.6% | +773.7% | -729.1% | +43.0% |
| 5Y | +22.2% | +187.6% | -165.5% | +20.9% |
| 10Y | +364.7% | -98.5% | +463.2% | +343.7% |
| All | +1,086.6% | -100.0% | +1,186.6% | +826.1% |
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