+56.6%
RCAT vs IAG
+505.2%
-448.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +7.2% | +11.4% | +17.0% |
| 7D | -12.7% | +21.4% | -34.2% | -16.7% |
| 30D | -34.3% | +4.0% | -38.4% | -34.9% |
| 3M | -53.4% | +17.0% | -70.4% | -55.2% |
| 6M | -62.0% | +1.4% | -63.4% | -62.3% |
| YTD | -49.1% | +13.8% | -62.8% | -50.7% |
| 1Y | -53.1% | +55.8% | -108.9% | -56.4% |
| 3Y | +318.7% | +647.4% | -328.8% | +219.0% |
| All | +56.6% | +505.2% | -448.6% | +7.6% |
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 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