+310.3%
IVV vs RCAT
-99.8%
+410.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | +2.6% | -5.9% | +8.5% | +2.6% |
| 30D | -2.0% | -19.7% | +17.7% | -1.9% |
| 3M | -2.8% | -62.9% | +60.1% | -2.2% |
| 6M | +2.2% | -59.6% | +61.7% | +2.6% |
| YTD | +11.5% | -52.1% | +63.6% | +11.8% |
| 1Y | +13.5% | -50.9% | +64.4% | +13.7% |
| 3Y | +78.1% | +333.8% | -255.7% | +75.6% |
| 5Y | +73.1% | +40.7% | +32.4% | +71.1% |
| All | +310.3% | -99.8% | +410.1% | +300.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling