+194.7%
IWD vs RCAT
-98.4%
+293.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | -0.2% | +5.4% | -5.6% | -0.2% |
| 30D | -0.8% | -5.6% | +4.8% | -0.8% |
| 3M | +8.0% | -30.2% | +38.3% | +8.2% |
| 6M | +18.2% | -43.4% | +61.6% | +18.4% |
| YTD | +22.3% | +9.6% | +12.7% | +22.0% |
| 1Y | +28.9% | -2.0% | +30.9% | +28.5% |
| 3Y | +71.5% | +825.0% | -753.5% | +68.5% |
| 5Y | +73.6% | +199.8% | -126.2% | +70.8% |
| 10Y | +194.7% | -98.4% | +293.1% | +184.8% |
| All | +194.7% | -98.4% | +293.1% | +184.8% |
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 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