+79.7%
IWD vs RCAT
+339.1%
-259.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -0.9% |
| 7D | -0.5% | -12.7% | +12.3% | -0.2% |
| 30D | +2.7% | -34.3% | +37.0% | +3.7% |
| 3M | +0.9% | -53.4% | +54.3% | +2.8% |
| 6M | +10.5% | -62.0% | +72.5% | +12.8% |
| YTD | +23.7% | -49.1% | +72.8% | +24.4% |
| 1Y | +28.7% | -53.1% | +81.9% | +29.4% |
| 3Y | +79.7% | +318.7% | -238.9% | +78.8% |
| All | +79.7% | +339.1% | -259.4% | +78.8% |
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 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