+151.9%
IWM vs RCAT
-99.7%
+251.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -0.3% | +7.2% | -7.6% | -0.4% |
| 30D | +1.9% | -20.4% | +22.3% | +2.0% |
| 3M | -5.7% | -59.8% | +54.1% | -5.0% |
| 6M | -0.3% | -61.9% | +61.6% | +0.4% |
| YTD | +15.8% | -45.9% | +61.7% | +16.0% |
| 1Y | +17.1% | -50.5% | +67.6% | +17.4% |
| 3Y | +73.1% | +387.5% | -314.4% | +69.8% |
| 5Y | +25.9% | +70.9% | -45.1% | +23.8% |
| 10Y | +151.9% | -99.7% | +251.6% | +147.4% |
| All | +151.9% | -99.7% | +251.6% | +147.4% |
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 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