+387.3%
IWF vs RCAT
-99.8%
+487.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.1% |
| 7D | +2.8% | -5.9% | +8.8% | +2.9% |
| 30D | -7.5% | -19.7% | +12.1% | -7.4% |
| 3M | -8.5% | -62.9% | +54.4% | -7.8% |
| 6M | -7.4% | -59.6% | +52.2% | -6.9% |
| YTD | -2.6% | -52.1% | +49.4% | -2.4% |
| 1Y | -1.8% | -50.9% | +49.1% | -1.6% |
| 3Y | +65.5% | +333.8% | -268.3% | +62.9% |
| 5Y | +55.8% | +40.7% | +15.1% | +53.8% |
| All | +387.3% | -99.8% | +487.1% | +374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling