+521.8%
IRM vs RCAT
-99.8%
+621.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.2% | +2.0% |
| 7D | +8.6% | +15.6% | -7.0% | +8.5% |
| 30D | 0.0% | -24.1% | +24.1% | +0.1% |
| 3M | -7.1% | -61.9% | +54.7% | -6.6% |
| 6M | -7.9% | -64.3% | +56.4% | -7.4% |
| YTD | +41.3% | -50.4% | +91.7% | +41.6% |
| 1Y | +20.7% | -54.0% | +74.8% | +21.0% |
| 3Y | +112.2% | +347.2% | -235.0% | +110.0% |
| 5Y | +191.2% | +45.7% | +145.5% | +188.6% |
| All | +521.8% | -99.8% | +621.6% | +528.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling