+26.5%
IP vs RCAT
-99.8%
+126.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.6% | -17.8% | +0.7% |
| 7D | -5.1% | -12.7% | +7.7% | -5.0% |
| 30D | +8.5% | -34.3% | +42.8% | +8.8% |
| 3M | -13.8% | -53.4% | +39.6% | -13.5% |
| 6M | +5.7% | -62.0% | +67.7% | +6.2% |
| YTD | -9.1% | -49.1% | +39.9% | -9.0% |
| 1Y | -0.8% | -53.1% | +52.3% | -0.6% |
| 3Y | +14.8% | +318.7% | -303.9% | +13.3% |
| 5Y | -11.5% | +48.5% | -60.1% | -12.5% |
| All | +26.5% | -99.8% | +126.3% | +24.3% |
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