+202.4%
IWD vs RCAT
-99.6%
+302.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | 0.0% |
| 7D | +1.6% | -5.6% | +7.2% | +1.6% |
| 30D | +3.6% | -27.0% | +30.6% | +3.7% |
| 3M | +2.0% | -57.9% | +59.9% | +2.5% |
| 6M | +13.1% | -59.4% | +72.5% | +13.4% |
| YTD | +26.2% | -46.9% | +73.1% | +26.3% |
| 1Y | +29.6% | -54.0% | +83.6% | +29.7% |
| 3Y | +84.3% | +378.4% | -294.1% | +81.8% |
| 5Y | +73.4% | +61.9% | +11.5% | +71.3% |
| 10Y | +202.4% | -99.6% | +302.1% | +195.8% |
| All | +202.4% | -99.6% | +302.1% | +195.8% |
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