-50.9%
RCAT vs IAG
+52.4%
-103.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.6% | +7.9% |
| 7D | +1.1% | +24.0% | -22.9% | -11.2% |
| 30D | -22.0% | +5.5% | -27.5% | -24.5% |
| 3M | -51.1% | +8.3% | -59.4% | -54.3% |
| 6M | -56.6% | +6.1% | -62.7% | -59.4% |
| YTD | -43.3% | +20.3% | -63.6% | -56.2% |
| All | -50.9% | +52.4% | -103.3% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling