+182.3%
RCAT vs IFF
-35.9%
+218.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.3% |
| 7D | -2.3% | -3.0% | +0.7% | -1.9% |
| 30D | -18.7% | -0.9% | -17.8% | -18.6% |
| 3M | -29.3% | +11.8% | -41.1% | -30.5% |
| 6M | -42.3% | +16.5% | -58.9% | -43.8% |
| YTD | +2.5% | +26.5% | -24.0% | -2.0% |
| 1Y | -5.7% | +32.7% | -38.4% | -10.7% |
| 3Y | +764.9% | +32.0% | +732.9% | +726.1% |
| 5Y | +182.3% | -36.1% | +218.4% | +194.4% |
| All | +182.3% | -35.9% | +218.1% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling