+69.2%
IYR vs RCAT
-98.5%
+167.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.1% |
| 7D | -0.9% | -2.3% | +1.4% | -0.9% |
| 30D | -2.4% | -18.7% | +16.3% | -2.3% |
| 3M | -2.0% | -29.3% | +27.3% | -1.9% |
| 6M | +2.5% | -42.3% | +44.8% | +2.6% |
| YTD | +8.3% | +2.5% | +5.8% | +8.1% |
| 1Y | +6.5% | -5.7% | +12.1% | +6.2% |
| 3Y | +29.3% | +764.9% | -735.6% | +27.1% |
| 5Y | +5.7% | +182.3% | -176.6% | +4.0% |
| 10Y | +69.2% | -98.5% | +167.7% | +68.9% |
| All | +69.2% | -98.5% | +167.7% | +68.9% |
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 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