+75.6%
ITOT vs RCAT
+720.6%
-645.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | -1.5% | -22.9% | +21.4% | -0.5% |
| 3M | +3.6% | -33.7% | +37.3% | +4.9% |
| 6M | +13.7% | -50.7% | +64.4% | +15.6% |
| YTD | +12.9% | +0.4% | +12.6% | +11.4% |
| 1Y | +17.2% | -27.6% | +44.8% | +16.3% |
| 3Y | +75.6% | +753.2% | -677.5% | +69.2% |
| All | +75.6% | +720.6% | -645.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling