-12.3%
IP vs RCAT
+25.6%
-37.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.9% | +10.9% | -3.4% |
| 7D | -5.0% | -32.6% | +27.6% | -3.6% |
| 30D | +6.5% | -46.3% | +52.8% | +8.9% |
| 3M | -18.0% | -60.7% | +42.6% | -15.3% |
| 6M | +10.3% | -67.4% | +77.7% | +14.2% |
| YTD | -9.9% | -57.1% | +47.2% | -8.4% |
| 1Y | -1.1% | -63.8% | +62.7% | +0.8% |
| 3Y | +13.0% | +268.1% | -255.1% | +6.8% |
| 5Y | -12.3% | +25.2% | -37.4% | -17.5% |
| All | -12.3% | +25.6% | -37.9% | -17.5% |
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