+55.4%
IVZ vs RCAT
-2.3%
+57.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +0.6% | -1.4% | +2.1% | +0.8% |
| 30D | +4.0% | -3.3% | +7.4% | +4.1% |
| 3M | +18.2% | -43.2% | +61.4% | +23.5% |
| 6M | +32.8% | -43.2% | +76.0% | +36.7% |
| YTD | +28.7% | +5.5% | +23.2% | +21.5% |
| 1Y | +55.4% | -1.6% | +57.0% | +50.8% |
| All | +55.4% | -2.3% | +57.7% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling