+29.9%
IRM vs RCAT
+1.5%
+28.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | +1.6% | +5.4% | -3.8% | +1.2% |
| 30D | -4.2% | -5.6% | +1.4% | -3.9% |
| 3M | -5.4% | -30.2% | +24.9% | -3.4% |
| 6M | +12.0% | -43.4% | +55.4% | +14.9% |
| YTD | +42.0% | +9.6% | +32.4% | +33.6% |
| 1Y | +29.9% | -2.0% | +31.8% | +21.9% |
| All | +29.9% | +1.5% | +28.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling