+55.6%
IOT vs RCAT
+282.9%
-227.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.8% | -5.4% | +4.6% | -0.3% |
| 30D | -4.7% | -24.2% | +19.5% | -2.4% |
| 3M | +17.8% | -25.8% | +43.6% | +20.0% |
| 6M | +16.8% | -44.9% | +61.8% | +20.7% |
| YTD | +8.4% | +1.9% | +6.5% | +4.2% |
| 1Y | -0.8% | -5.2% | +4.4% | -5.6% |
| 3Y | +25.7% | +759.6% | -733.8% | -18.2% |
| All | +55.6% | +282.9% | -227.3% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling