+481.1%
IRM vs RCAT
-99.6%
+580.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.4% | -7.3% | +4.0% |
| 7D | -3.8% | +1.1% | -4.9% | -3.8% |
| 30D | -3.2% | -22.0% | +18.8% | -3.1% |
| 3M | -7.8% | -51.1% | +43.3% | -7.4% |
| 6M | -12.7% | -56.6% | +43.9% | -12.4% |
| YTD | +36.7% | -43.3% | +80.0% | +36.9% |
| 1Y | +10.0% | -51.5% | +61.6% | +10.3% |
| 3Y | +107.2% | +411.4% | -304.1% | +104.9% |
| 5Y | +181.6% | +74.4% | +107.1% | +178.8% |
| 10Y | +481.1% | -99.6% | +580.7% | +486.1% |
| All | +481.1% | -99.6% | +580.7% | +486.1% |
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