+166.9%
IWM vs RCAT
-98.4%
+265.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -0.5% |
| 7D | +1.4% | +5.4% | -4.0% | +1.4% |
| 30D | -2.3% | -5.6% | +3.3% | -2.3% |
| 3M | +4.0% | -30.2% | +34.2% | +4.2% |
| 6M | +17.9% | -43.4% | +61.3% | +18.3% |
| YTD | +20.2% | +9.6% | +10.6% | +19.8% |
| 1Y | +25.0% | -2.0% | +26.9% | +24.5% |
| 3Y | +66.0% | +825.0% | -759.0% | +61.9% |
| 5Y | +40.0% | +199.8% | -159.8% | +36.9% |
| 10Y | +166.9% | -98.4% | +265.3% | +156.8% |
| All | +166.9% | -98.4% | +265.3% | +156.8% |
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