-57.8%
RCAT vs IFF
+44.8%
-102.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.9% | -5.4% | -10.5% |
| 7D | -18.5% | -3.3% | -15.2% | -18.6% |
| 30D | -37.0% | +5.3% | -42.3% | -36.8% |
| 3M | -54.9% | +8.9% | -63.7% | -54.7% |
| 6M | -63.6% | +26.3% | -90.0% | -62.9% |
| YTD | -49.6% | +32.2% | -81.7% | -49.1% |
| 1Y | -57.8% | +45.8% | -103.6% | -57.0% |
| All | -57.8% | +44.8% | -102.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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