-100.0%
RCAT vs IBN
+4,703.1%
-4,803.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -43.2% | +17.1% | -60.3% | -44.4% |
| 6M | -43.2% | +3.4% | -46.6% | -43.4% |
| YTD | +5.5% | +2.5% | +3.0% | +5.0% |
| 1Y | -1.6% | -4.2% | +2.5% | -1.3% |
| 3Y | +773.7% | +32.4% | +741.3% | +742.9% |
| 5Y | +187.6% | +59.2% | +128.4% | +171.9% |
| 10Y | -98.5% | +345.7% | -444.1% | -98.7% |
| All | -100.0% | +4,703.1% | -4,803.1% | -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