-99.9%
RCAT vs IAG
+377.5%
-477.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -3.3% | +28.9% | -32.2% | -6.6% |
| 3M | -43.2% | +19.1% | -62.4% | -44.5% |
| 6M | -43.2% | -10.3% | -32.9% | -42.6% |
| YTD | +5.5% | +24.2% | -18.6% | +2.7% |
| 1Y | -1.6% | +116.5% | -118.1% | -9.6% |
| 3Y | +773.7% | +742.8% | +30.9% | +578.1% |
| 5Y | +187.6% | +753.3% | -565.7% | +114.6% |
| 10Y | -98.5% | +403.2% | -501.6% | -98.8% |
| All | -99.9% | +377.5% | -477.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling