-13.5%
IP vs RCAT
+68.2%
-81.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -2.8% | +7.2% | -10.0% | -3.1% |
| 30D | +9.2% | -20.4% | +29.6% | +9.9% |
| 3M | -16.1% | -59.8% | +43.6% | -13.5% |
| 6M | +9.6% | -61.9% | +71.4% | +12.7% |
| YTD | -8.8% | -45.9% | +37.1% | -8.2% |
| 1Y | -5.5% | -50.5% | +45.0% | -4.9% |
| 3Y | +19.6% | +387.5% | -367.9% | +11.6% |
| 5Y | -13.5% | +70.9% | -84.4% | -19.3% |
| All | -13.5% | +68.2% | -81.7% | -19.3% |
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 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