-98.4%
RCAT vs IAG
+371.0%
-469.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.3% |
| 7D | +5.4% | +4.3% | +1.1% | +4.4% |
| 30D | -5.6% | +9.8% | -15.4% | -7.7% |
| 3M | -30.2% | +28.9% | -59.1% | -34.1% |
| 6M | -43.4% | -7.6% | -35.8% | -42.9% |
| YTD | +9.6% | +22.0% | -12.3% | +4.8% |
| 1Y | -2.0% | +99.5% | -101.5% | -13.8% |
| 3Y | +825.0% | +818.3% | +6.7% | +494.6% |
| 5Y | +199.8% | +785.9% | -586.1% | +78.8% |
| 10Y | -98.4% | +381.1% | -479.5% | -98.6% |
| All | -98.4% | +371.0% | -469.4% | -98.6% |
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