-98.4%
RCAT vs IBN
+312.4%
-410.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +5.1% |
| 7D | +5.4% | -2.2% | +7.6% | +6.4% |
| 30D | -5.6% | -2.3% | -3.3% | -4.6% |
| 3M | -30.2% | +15.9% | -46.1% | -35.1% |
| 6M | -43.4% | +5.6% | -49.0% | -44.8% |
| YTD | +9.6% | -0.1% | +9.7% | +8.7% |
| 1Y | -2.0% | -6.5% | +4.6% | +0.1% |
| 3Y | +825.0% | +29.3% | +795.7% | +712.1% |
| 5Y | +199.8% | +56.6% | +143.3% | +140.5% |
| 10Y | -98.4% | +314.4% | -412.8% | -99.2% |
| All | -98.4% | +312.4% | -410.8% | -99.2% |
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