+53.6%
IJR vs RCAT
+738.1%
-684.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.8% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -3.6% | -18.7% | +15.1% | -2.8% |
| 3M | +2.3% | -29.3% | +31.6% | +3.5% |
| 6M | +14.3% | -42.3% | +56.7% | +15.9% |
| YTD | +19.3% | +2.5% | +16.8% | +16.9% |
| 1Y | +22.6% | -5.7% | +28.3% | +19.6% |
| All | +53.6% | +738.1% | -684.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling