+49.0%
IVZ vs RCAT
-99.8%
+148.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.6% | -0.1% |
| 7D | -2.4% | -12.7% | +10.3% | -2.4% |
| 30D | -11.2% | -34.3% | +23.1% | -10.9% |
| 3M | -14.0% | -53.4% | +39.4% | -13.5% |
| 6M | +0.5% | -62.0% | +62.4% | +1.1% |
| YTD | +5.4% | -49.1% | +54.5% | +5.7% |
| 1Y | +19.5% | -53.1% | +72.6% | +19.8% |
| 3Y | +128.7% | +318.7% | -190.0% | +125.9% |
| 5Y | +28.8% | +48.5% | -19.8% | +27.4% |
| All | +49.0% | -99.8% | +148.8% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling