+30.7%
IVZ vs RCAT
-59.1%
+89.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.3% | +14.5% | +5.2% |
| 7D | +2.6% | -18.5% | +21.2% | +4.8% |
| 30D | -3.5% | -37.0% | +33.5% | +1.0% |
| 3M | -7.4% | -54.9% | +47.5% | -0.1% |
| 6M | +14.7% | -63.6% | +78.3% | +24.5% |
| YTD | +14.6% | -49.6% | +64.2% | +15.0% |
| 1Y | +30.7% | -57.8% | +88.5% | +33.3% |
| All | +30.7% | -59.1% | +89.8% | +33.3% |
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