+204.6%
IWD vs RCAT
-99.7%
+304.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -0.6% | +7.2% | -7.8% | -0.6% |
| 30D | +3.6% | -20.4% | +24.0% | +3.7% |
| 3M | +2.7% | -59.8% | +62.4% | +3.1% |
| 6M | +13.2% | -61.9% | +75.1% | +13.6% |
| YTD | +26.8% | -45.9% | +72.7% | +26.9% |
| 1Y | +29.3% | -50.5% | +79.8% | +29.4% |
| 3Y | +85.1% | +387.5% | -302.4% | +82.5% |
| 5Y | +74.2% | +70.9% | +3.3% | +72.0% |
| 10Y | +204.6% | -99.7% | +304.3% | +198.0% |
| All | +204.6% | -99.7% | +304.3% | +198.0% |
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