+84.5%
IWD vs RCAT
+347.2%
-262.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.2% |
| 7D | +1.7% | +15.6% | -13.9% | +1.2% |
| 30D | +3.2% | -24.1% | +27.3% | +3.8% |
| 3M | +2.3% | -61.9% | +64.2% | +4.8% |
| 6M | +12.9% | -64.3% | +77.3% | +15.4% |
| YTD | +26.2% | -50.4% | +76.6% | +27.0% |
| 1Y | +28.3% | -54.0% | +82.3% | +29.0% |
| All | +84.5% | +347.2% | -262.7% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling