+205.0%
IWD vs RCAT
-99.6%
+304.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +1.9% |
| 7D | +1.3% | +1.1% | +0.1% | +1.2% |
| 30D | +3.6% | -22.0% | +25.6% | +3.7% |
| 3M | +2.3% | -51.1% | +53.5% | +2.7% |
| 6M | +13.0% | -56.6% | +69.6% | +13.4% |
| YTD | +26.2% | -43.3% | +69.4% | +26.3% |
| 1Y | +30.5% | -51.5% | +82.0% | +30.6% |
| 3Y | +86.2% | +411.4% | -325.2% | +83.5% |
| 5Y | +72.9% | +74.4% | -1.5% | +70.7% |
| 10Y | +205.0% | -99.6% | +304.6% | +198.3% |
| All | +205.0% | -99.6% | +304.6% | +198.3% |
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