-100.0%
RCAT vs IBN
+5,272.2%
-5,372.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +4.2% | +14.5% | +18.1% |
| 7D | -12.7% | +15.1% | -27.8% | -14.5% |
| 30D | -34.3% | +21.6% | -56.0% | -36.1% |
| 3M | -53.4% | +11.2% | -64.6% | -54.1% |
| 6M | -62.0% | +27.8% | -89.7% | -63.3% |
| YTD | -49.1% | +14.7% | -63.7% | -50.1% |
| 1Y | -53.1% | +14.4% | -67.5% | -54.1% |
| 3Y | +318.7% | +52.1% | +266.6% | +296.0% |
| 5Y | +48.5% | +70.7% | -22.2% | +38.5% |
| 10Y | -99.6% | +385.5% | -485.2% | -99.7% |
| All | -100.0% | +5,272.2% | -5,372.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling