+131.6%
IP vs RCAT
-100.0%
+231.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.9% | +10.9% | -4.0% |
| 7D | -5.0% | -32.6% | +27.6% | -5.0% |
| 30D | +6.5% | -46.3% | +52.8% | +6.6% |
| 3M | -18.0% | -60.7% | +42.6% | -18.0% |
| 6M | +10.3% | -67.4% | +77.7% | +10.3% |
| YTD | -9.9% | -57.1% | +47.2% | -9.9% |
| 1Y | -1.1% | -63.8% | +62.7% | -1.0% |
| 3Y | +13.0% | +268.1% | -255.1% | +13.1% |
| 5Y | -12.3% | +25.2% | -37.4% | -12.2% |
| 10Y | +26.8% | -99.7% | +126.5% | +29.9% |
| All | +131.6% | -100.0% | +231.6% | +175.8% |
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