+83.1%
IVV vs RCAT
+183.7%
-100.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +0.1% | -3.3% | +3.4% | +0.1% |
| 3M | +2.0% | -43.2% | +45.2% | +3.8% |
| 6M | +13.0% | -43.2% | +56.2% | +14.3% |
| YTD | +13.6% | +5.5% | +8.0% | +11.8% |
| 1Y | +20.1% | -1.6% | +21.7% | +17.7% |
| 3Y | +77.6% | +773.7% | -696.1% | +58.5% |
| All | +83.1% | +183.7% | -100.7% | +65.1% |
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