-18.2%
IRM vs RCAT
-60.9%
+42.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | -0.9% |
| 7D | -8.6% | -12.7% | +4.1% | -7.8% |
| 30D | -8.0% | -34.3% | +26.3% | -5.5% |
| 3M | -12.0% | -53.4% | +41.4% | -7.7% |
| 6M | -18.2% | -62.0% | +43.8% | -14.0% |
| All | -18.2% | -60.9% | +42.8% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling