+153.1%
IWM vs RCAT
-99.6%
+252.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | +0.8% |
| 7D | -2.0% | -12.7% | +10.7% | -1.9% |
| 30D | -1.5% | -34.3% | +32.9% | -1.1% |
| 3M | -8.0% | -53.4% | +45.4% | -7.4% |
| 6M | -4.1% | -62.0% | +57.9% | -3.5% |
| YTD | +11.9% | -49.1% | +61.0% | +12.2% |
| 1Y | +15.0% | -53.1% | +68.2% | +15.4% |
| 3Y | +64.2% | +318.7% | -254.5% | +61.2% |
| 5Y | +20.4% | +48.5% | -28.1% | +18.5% |
| All | +153.1% | -99.6% | +252.7% | +145.1% |
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 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