+924.5%
IVV vs RCAT
-100.0%
+1,024.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.9% | +10.5% | -4.4% |
| 7D | -4.8% | -32.6% | +27.8% | -4.7% |
| 30D | -5.9% | -46.3% | +40.4% | -5.8% |
| 3M | -4.5% | -60.7% | +56.2% | -4.4% |
| 6M | +1.8% | -67.4% | +69.2% | +2.0% |
| YTD | +8.4% | -57.1% | +65.4% | +8.5% |
| 1Y | +9.4% | -63.8% | +73.2% | +9.5% |
| 3Y | +75.3% | +268.1% | -192.8% | +74.7% |
| 5Y | +67.8% | +25.2% | +42.6% | +67.3% |
| 10Y | +314.2% | -99.7% | +413.8% | +311.4% |
| All | +924.5% | -100.0% | +1,024.5% | +931.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling