-57.8%
RCAT vs IBN
+4.2%
-62.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.8% | -14.1% | -11.1% |
| 7D | -18.5% | +8.9% | -27.5% | -20.5% |
| 30D | -37.0% | +12.6% | -49.6% | -39.5% |
| 3M | -54.9% | +3.1% | -57.9% | -55.2% |
| 6M | -63.6% | +20.6% | -84.2% | -66.0% |
| YTD | -49.6% | +5.8% | -55.3% | -58.3% |
| 1Y | -57.8% | +3.7% | -61.5% | -65.1% |
| All | -57.8% | +4.2% | -62.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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