+28.8%
IVZ vs RCAT
+25.6%
+3.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -14.9% | +6.9% | -6.9% |
| 7D | -6.7% | -32.6% | +25.9% | -4.0% |
| 30D | -10.9% | -46.3% | +35.4% | -6.8% |
| 3M | -14.8% | -60.7% | +45.8% | -9.2% |
| 6M | +2.4% | -67.4% | +69.8% | +9.6% |
| YTD | +5.4% | -57.1% | +62.5% | +9.1% |
| 1Y | +19.6% | -63.8% | +83.3% | +24.5% |
| 3Y | +122.4% | +268.1% | -145.7% | +91.1% |
| 5Y | +28.8% | +25.2% | +3.6% | +18.7% |
| All | +28.8% | +25.6% | +3.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling