+1,022.0%
IGV vs RCAT
-100.0%
+1,122.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.6% | -18.8% | -0.2% |
| 7D | -5.2% | -12.7% | +7.6% | -5.2% |
| 30D | -10.0% | -34.3% | +24.3% | -9.9% |
| 3M | -0.5% | -53.4% | +52.9% | -0.3% |
| 6M | +12.6% | -62.0% | +74.6% | +12.9% |
| YTD | -6.4% | -49.1% | +42.6% | -6.3% |
| 1Y | -9.5% | -53.1% | +43.6% | -9.4% |
| 3Y | +41.7% | +318.7% | -277.0% | +40.5% |
| 5Y | +12.7% | +48.5% | -35.9% | +11.8% |
| 10Y | +354.1% | -99.6% | +453.7% | +335.2% |
| All | +1,022.0% | -100.0% | +1,122.0% | +777.8% |
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