+19.5%
IVZ vs RCAT
-56.7%
+76.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.6% | -2.0% |
| 7D | -2.4% | -12.7% | +10.3% | -1.3% |
| 30D | -11.2% | -34.3% | +23.1% | -7.6% |
| 3M | -14.0% | -53.4% | +39.4% | -7.6% |
| 6M | +0.5% | -62.0% | +62.4% | +8.5% |
| YTD | +5.4% | -49.1% | +54.5% | +5.3% |
| 1Y | +19.5% | -53.1% | +72.6% | +20.1% |
| All | +19.5% | -56.7% | +76.2% | +20.1% |
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 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