+22.9%
IP vs RCAT
-98.5%
+121.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.2% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -10.9% | -3.3% | -7.5% | -10.8% |
| 3M | +11.2% | -43.2% | +54.4% | +11.5% |
| 6M | -10.2% | -43.2% | +33.0% | -10.1% |
| YTD | -2.0% | +5.5% | -7.5% | -2.2% |
| 1Y | -19.1% | -1.6% | -17.5% | -19.3% |
| 3Y | +20.9% | +773.7% | -752.8% | +18.8% |
| 5Y | -17.8% | +187.6% | -205.4% | -19.1% |
| All | +22.9% | -98.5% | +121.4% | +21.4% |
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