+720.0%
IWD vs RCAT
-100.0%
+820.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | +7.2% | -43.2% | +50.4% | +7.3% |
| 6M | +16.2% | -43.2% | +59.4% | +16.3% |
| YTD | +23.3% | +5.5% | +17.8% | +23.3% |
| 1Y | +29.6% | -1.6% | +31.2% | +29.5% |
| 3Y | +70.5% | +773.7% | -703.2% | +69.7% |
| 5Y | +73.5% | +187.6% | -114.2% | +72.8% |
| 10Y | +198.3% | -98.5% | +296.8% | +195.4% |
| All | +720.0% | -100.0% | +820.0% | +700.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling