-95.2%
IRE vs RCAT
-69.1%
-26.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -14.9% | -19.1% | -20.5% |
| 7D | -57.1% | -32.6% | -24.6% | -35.7% |
| 30D | -84.4% | -46.3% | -38.1% | -71.8% |
| 3M | -85.0% | -60.7% | -24.3% | -66.8% |
| 6M | -95.2% | -67.4% | -27.9% | -87.8% |
| All | -95.2% | -69.1% | -26.1% | -87.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling