+17.6%
IP vs RCAT
-99.8%
+117.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +1.5% |
| 7D | -0.3% | -5.9% | +5.7% | -0.3% |
| 30D | +7.9% | -19.7% | +27.6% | +8.0% |
| 3M | -15.3% | -62.9% | +47.5% | -14.8% |
| 6M | +10.5% | -59.6% | +70.1% | +11.0% |
| YTD | -9.4% | -52.1% | +42.7% | -9.2% |
| 1Y | -4.6% | -50.9% | +46.3% | -4.5% |
| 3Y | +21.2% | +333.8% | -312.5% | +19.6% |
| 5Y | -13.3% | +40.7% | -54.1% | -14.3% |
| All | +17.6% | -99.8% | +117.4% | +16.4% |
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