+950.2%
IJH vs RCAT
-100.0%
+1,050.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.7% |
| 30D | -3.8% | -18.7% | +14.9% | -3.8% |
| 3M | 0.0% | -29.3% | +29.3% | +0.1% |
| 6M | +8.8% | -42.3% | +51.1% | +8.8% |
| YTD | +13.5% | +2.5% | +11.0% | +13.4% |
| 1Y | +15.4% | -5.7% | +21.1% | +15.3% |
| 3Y | +50.9% | +764.9% | -714.0% | +50.0% |
| 5Y | +47.8% | +182.3% | -134.5% | +47.0% |
| 10Y | +183.1% | -98.5% | +281.5% | +178.5% |
| All | +950.2% | -100.0% | +1,050.2% | +905.2% |
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