-50.9%
RCAT vs IBN
+14.7%
-65.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.7% | +11.0% |
| 7D | +1.1% | +14.6% | -13.5% | -0.7% |
| 30D | -22.0% | +23.5% | -45.5% | -25.4% |
| 3M | -51.1% | +14.0% | -65.1% | -52.1% |
| 6M | -56.6% | +31.1% | -87.7% | -59.2% |
| YTD | -43.3% | +16.6% | -59.8% | -53.5% |
| All | -50.9% | +14.7% | -65.6% | -60.5% |
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