-98.5%
RCAT vs IFF
-20.3%
-78.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | -22.9% | -0.3% | -22.6% | -22.9% |
| 3M | -33.7% | +8.4% | -42.2% | -35.5% |
| 6M | -50.7% | +23.0% | -73.8% | -53.8% |
| YTD | +0.4% | +25.5% | -25.1% | -7.5% |
| 1Y | -27.6% | +29.1% | -56.7% | -34.2% |
| 3Y | +753.2% | +31.7% | +721.5% | +658.4% |
| 5Y | +183.3% | -35.2% | +218.5% | +210.2% |
| All | -98.5% | -20.3% | -78.3% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling