+333.8%
RCAT vs IAG
+663.0%
-329.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | -5.9% | -7.7% | +1.7% | -3.1% |
| 30D | -19.7% | +1.6% | -21.2% | -20.0% |
| 3M | -62.9% | -2.4% | -60.4% | -62.7% |
| 6M | -59.6% | -7.8% | -51.8% | -58.9% |
| YTD | -52.1% | +5.0% | -57.1% | -53.2% |
| 1Y | -50.9% | +25.7% | -76.6% | -53.6% |
| 3Y | +333.8% | +694.5% | -360.7% | +176.5% |
| All | +333.8% | +663.0% | -329.2% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling