-99.6%
RCAT vs IBN
+364.2%
-463.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.7% | -6.9% |
| 7D | -5.6% | +15.8% | -21.4% | -11.2% |
| 30D | -27.0% | +25.1% | -52.1% | -33.7% |
| 3M | -57.9% | +16.0% | -73.9% | -60.5% |
| 6M | -59.4% | +32.8% | -92.2% | -64.1% |
| YTD | -46.9% | +18.0% | -64.9% | -51.0% |
| 1Y | -54.0% | +15.9% | -69.9% | -57.3% |
| 3Y | +378.4% | +57.6% | +320.8% | +293.8% |
| 5Y | +61.9% | +74.7% | -12.8% | +27.0% |
| 10Y | -99.6% | +373.9% | -473.6% | -99.8% |
| All | -99.6% | +364.2% | -463.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling