+173.3%
IRM vs RCAT
+46.9%
+126.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | -0.1% |
| 7D | -8.6% | -12.7% | +4.1% | -8.0% |
| 30D | -8.0% | -34.3% | +26.3% | -6.0% |
| 3M | -12.0% | -53.4% | +41.4% | -8.6% |
| 6M | -18.2% | -62.0% | +43.8% | -14.8% |
| YTD | +31.4% | -49.1% | +80.4% | +33.2% |
| 1Y | +9.2% | -53.1% | +62.3% | +10.9% |
| 3Y | +94.6% | +318.7% | -224.1% | +76.0% |
| All | +173.3% | +46.9% | +126.4% | +154.5% |
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