+10.0%
IRM vs RCAT
-44.6%
+54.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.8% |
| 7D | -0.5% | -1.4% | +1.0% | -0.4% |
| 30D | -8.1% | -3.3% | -4.7% | -7.9% |
| 3M | -9.7% | -43.2% | +33.5% | -6.1% |
| 6M | +10.0% | -43.2% | +53.2% | +13.7% |
| All | +10.0% | -44.6% | +54.6% | +13.7% |
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