+1,114.8%
IWF vs RCAT
-100.0%
+1,214.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | -1.1% | +7.2% | -8.3% | -1.1% |
| 30D | -8.3% | -20.4% | +12.1% | -8.2% |
| 3M | -5.6% | -59.8% | +54.2% | -5.4% |
| 6M | -5.4% | -61.9% | +56.4% | -5.3% |
| YTD | -1.2% | -45.9% | +44.7% | -1.1% |
| 1Y | -2.6% | -50.5% | +47.9% | -2.6% |
| 3Y | +67.8% | +387.5% | -319.7% | +67.1% |
| 5Y | +60.1% | +70.9% | -10.8% | +59.5% |
| 10Y | +392.2% | -99.7% | +491.9% | +387.6% |
| All | +1,114.8% | -100.0% | +1,214.8% | +1,078.4% |
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