+151.9%
IP vs RCAT
-100.0%
+251.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | +11.2% | -43.2% | +54.4% | +11.2% |
| 6M | -10.2% | -43.2% | +33.0% | -10.2% |
| YTD | -2.0% | +5.5% | -7.5% | -2.0% |
| 1Y | -19.1% | -1.6% | -17.5% | -19.1% |
| 3Y | +20.9% | +773.7% | -752.8% | +20.9% |
| 5Y | -17.8% | +187.6% | -205.4% | -17.8% |
| 10Y | +23.5% | -98.5% | +122.0% | +26.6% |
| All | +151.9% | -100.0% | +251.9% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling