+199.8%
RCAT vs IAG
+766.8%
-567.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.0% |
| 6M | -43.4% | -7.6% | -35.8% | -43.3% |
| YTD | +9.6% | +22.0% | -12.3% | +5.0% |
| 1Y | -2.0% | +99.5% | -101.5% | -11.2% |
| 3Y | +825.0% | +818.3% | +6.7% | +602.0% |
| 5Y | +199.8% | +785.9% | -586.1% | +118.4% |
| All | +199.8% | +766.8% | -567.0% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling