-83.7%
IRE vs RCAT
-26.8%
-56.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.0% | +16.0% | +15.7% |
| 7D | +54.8% | -1.4% | +56.2% | +56.7% |
| 30D | +18.4% | -3.3% | +21.7% | +20.2% |
| 3M | -66.7% | -43.2% | -23.5% | -44.6% |
| 6M | -52.3% | -43.2% | -9.1% | -35.6% |
| YTD | -52.3% | +5.5% | -57.9% | -71.6% |
| All | -83.7% | -26.8% | -56.9% | -85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling