+950.0%
IJR vs RCAT
-100.0%
+1,050.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -2.4% | -3.3% | +0.9% | -2.4% |
| 3M | +3.9% | -43.2% | +47.2% | +4.0% |
| 6M | +12.4% | -43.2% | +55.6% | +12.5% |
| YTD | +21.5% | +5.5% | +15.9% | +21.4% |
| 1Y | +24.0% | -1.6% | +25.6% | +23.9% |
| 3Y | +49.7% | +773.7% | -724.0% | +48.9% |
| 5Y | +39.7% | +187.6% | -148.0% | +39.0% |
| 10Y | +169.0% | -98.5% | +267.5% | +166.9% |
| All | +950.0% | -100.0% | +1,050.0% | +946.1% |
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