+28.9%
IWD vs RCAT
+1.5%
+27.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.9% |
| 7D | -0.2% | +5.4% | -5.6% | -0.3% |
| 30D | -0.8% | -5.6% | +4.8% | -0.7% |
| 3M | +8.0% | -30.2% | +38.3% | +9.0% |
| 6M | +18.2% | -43.4% | +61.6% | +19.5% |
| YTD | +22.3% | +9.6% | +12.7% | +19.5% |
| 1Y | +28.9% | -2.0% | +30.9% | +26.3% |
| All | +28.9% | +1.5% | +27.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling