+168.1%
IJR vs RCAT
-98.5%
+266.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -2.2% | -4.9% | +2.7% | -2.1% |
| 30D | -4.6% | -22.9% | +18.3% | -4.4% |
| 3M | +0.2% | -33.7% | +34.0% | +0.5% |
| 6M | +14.7% | -50.7% | +65.5% | +15.1% |
| YTD | +18.9% | +0.4% | +18.5% | +18.5% |
| 1Y | +19.9% | -27.6% | +47.6% | +19.8% |
| 3Y | +53.0% | +753.2% | -700.1% | +49.5% |
| 5Y | +40.9% | +183.3% | -142.4% | +37.9% |
| All | +168.1% | -98.5% | +266.6% | +159.2% |
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 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