+10.6%
IOT vs RCAT
-59.1%
+69.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -10.3% | +14.4% | +4.7% |
| 7D | -0.5% | -18.5% | +18.1% | +0.7% |
| 30D | +1.0% | -37.0% | +37.9% | +3.8% |
| 3M | +10.9% | -54.9% | +65.8% | +16.3% |
| 6M | +39.9% | -63.6% | +103.5% | +48.5% |
| YTD | +20.8% | -49.6% | +70.3% | +24.0% |
| 1Y | +10.6% | -57.8% | +68.4% | +16.2% |
| All | +10.6% | -59.1% | +69.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling