+193.5%
IRM vs RCAT
+183.7%
+9.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | -0.5% | -1.4% | +1.0% | -0.4% |
| 30D | -8.1% | -3.3% | -4.7% | -8.0% |
| 3M | -9.7% | -43.2% | +33.5% | -7.6% |
| 6M | +10.0% | -43.2% | +53.2% | +11.7% |
| YTD | +43.0% | +5.5% | +37.5% | +40.1% |
| 1Y | +32.7% | -1.6% | +34.3% | +29.5% |
| 3Y | +102.7% | +773.7% | -671.0% | +79.7% |
| All | +193.5% | +183.7% | +9.7% | +161.4% |
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