+23.8%
IWM vs RCAT
+41.8%
-18.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | +1.4% | -5.9% | +7.4% | +1.8% |
| 30D | +2.3% | -19.7% | +21.9% | +3.4% |
| 3M | -8.3% | -62.9% | +54.5% | -3.1% |
| 6M | -1.3% | -59.6% | +58.3% | +2.9% |
| YTD | +13.5% | -52.1% | +65.6% | +15.8% |
| 1Y | +18.4% | -50.9% | +69.3% | +20.2% |
| 3Y | +69.6% | +333.8% | -264.2% | +46.9% |
| All | +23.8% | +41.8% | -18.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling