-1.3%
IWF vs RCAT
-59.1%
+57.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.3% | +10.7% | +1.2% |
| 7D | -4.2% | -18.5% | +14.4% | -2.7% |
| 30D | -8.1% | -37.0% | +28.8% | -5.1% |
| 3M | -5.1% | -54.9% | +49.8% | +0.3% |
| 6M | -1.4% | -63.6% | +62.2% | +4.7% |
| YTD | -0.1% | -49.6% | +49.5% | +2.5% |
| 1Y | -1.3% | -57.8% | +56.5% | +2.3% |
| All | -1.3% | -59.1% | +57.9% | +2.3% |
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