+73.5%
IVV vs RCAT
+63.2%
+10.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | -0.1% |
| 7D | -0.6% | -5.6% | +5.0% | -0.5% |
| 30D | -3.7% | -27.0% | +23.4% | -2.6% |
| 3M | -2.7% | -57.9% | +55.2% | +0.3% |
| 6M | +2.2% | -59.4% | +61.6% | +5.0% |
| YTD | +10.9% | -46.9% | +57.8% | +11.8% |
| 1Y | +11.3% | -54.0% | +65.4% | +12.5% |
| 3Y | +76.9% | +378.4% | -301.5% | +59.5% |
| 5Y | +73.5% | +61.9% | +11.6% | +63.8% |
| All | +73.5% | +63.2% | +10.3% | +63.8% |
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