-97.1%
IRE vs RCAT
-64.7%
-32.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +18.6% | +20.9% | +21.3% |
| 7D | -27.2% | -12.7% | -14.4% | -10.3% |
| 30D | -75.1% | -34.3% | -40.8% | -59.1% |
| 3M | -77.9% | -53.4% | -24.5% | -52.3% |
| 6M | -94.6% | -62.0% | -32.6% | -87.4% |
| YTD | -91.5% | -49.1% | -42.5% | -89.3% |
| 1Y | -97.8% | -53.1% | -44.7% | -97.0% |
| All | -97.1% | -64.7% | -32.4% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling