+179.3%
IJH vs RCAT
-98.5%
+277.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -1.9% | -4.9% | +3.0% | -1.8% |
| 30D | -4.6% | -22.9% | +18.2% | -4.5% |
| 3M | -1.2% | -33.7% | +32.6% | -0.9% |
| 6M | +9.4% | -50.7% | +60.1% | +9.8% |
| YTD | +13.3% | +0.4% | +13.0% | +13.1% |
| 1Y | +13.4% | -27.6% | +41.0% | +13.2% |
| 3Y | +50.4% | +753.2% | -702.7% | +47.4% |
| 5Y | +49.0% | +183.3% | -134.3% | +46.2% |
| All | +179.3% | -98.5% | +277.8% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling