+64.2%
IWM vs RCAT
+339.1%
-274.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.6% | -17.7% | -0.2% |
| 7D | -2.0% | -12.7% | +10.7% | -1.4% |
| 30D | -1.5% | -34.3% | +32.9% | +0.8% |
| 3M | -8.0% | -53.4% | +45.4% | -4.1% |
| 6M | -4.1% | -62.0% | +57.9% | +0.3% |
| YTD | +11.9% | -49.1% | +61.0% | +13.9% |
| 1Y | +15.0% | -53.1% | +68.2% | +17.1% |
| 3Y | +64.2% | +318.7% | -254.5% | +56.5% |
| All | +64.2% | +339.1% | -274.9% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling