-99.6%
RCAT vs IAG
+326.7%
-426.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.6% | +9.9% |
| 7D | +1.1% | +24.0% | -22.9% | -4.3% |
| 30D | -22.0% | +5.5% | -27.5% | -23.1% |
| 3M | -51.1% | +8.3% | -59.4% | -52.3% |
| 6M | -56.6% | +6.1% | -62.7% | -57.4% |
| YTD | -43.3% | +20.3% | -63.6% | -46.2% |
| 1Y | -51.5% | +56.5% | -108.0% | -56.4% |
| 3Y | +411.4% | +762.6% | -351.2% | +202.3% |
| 5Y | +74.4% | +546.3% | -471.8% | +1.4% |
| 10Y | -99.6% | +356.1% | -455.7% | -99.7% |
| All | -99.6% | +326.7% | -426.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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