-97.5%
IRE vs RCAT
-54.8%
-42.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -8.3% | -5.2% | -5.4% |
| 7D | +11.1% | +15.6% | -4.5% | -1.1% |
| 30D | -75.2% | -24.1% | -51.0% | -63.9% |
| 3M | -86.4% | -61.9% | -24.5% | -64.1% |
| 6M | -94.8% | -64.3% | -30.5% | -86.9% |
| YTD | -93.3% | -50.4% | -42.9% | -92.4% |
| 1Y | -97.5% | -54.0% | -43.4% | -96.7% |
| All | -97.5% | -54.8% | -42.7% | -96.7% |
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