-97.6%
IRE vs RCAT
-63.2%
-34.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -6.4% | -9.4% | -9.6% |
| 7D | -41.9% | -5.6% | -36.3% | -34.4% |
| 30D | -75.1% | -27.0% | -48.0% | -63.2% |
| 3M | -82.4% | -57.9% | -24.5% | -58.5% |
| 6M | -95.5% | -59.4% | -36.1% | -90.3% |
| YTD | -93.1% | -46.9% | -46.1% | -91.7% |
| 1Y | -97.8% | -54.0% | -43.7% | -96.8% |
| All | -97.6% | -63.2% | -34.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling