+18.9%
IWM vs RCAT
-59.1%
+78.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.3% | +11.8% | +2.4% |
| 7D | +1.0% | -18.5% | +19.5% | +2.7% |
| 30D | +0.2% | -37.0% | +37.2% | +4.1% |
| 3M | -5.6% | -54.9% | +49.2% | +0.7% |
| 6M | +2.7% | -63.6% | +66.4% | +10.2% |
| YTD | +16.2% | -49.6% | +65.7% | +16.7% |
| 1Y | +18.9% | -57.8% | +76.8% | +22.1% |
| All | +18.9% | -59.1% | +78.1% | +22.1% |
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