-100.0%
RCAT vs IFF
+393.4%
-493.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | -5.9% | -1.8% | -4.2% | -5.8% |
| 30D | -19.7% | -9.4% | -10.2% | -19.2% |
| 3M | -62.9% | -3.0% | -59.9% | -62.8% |
| 6M | -59.6% | +5.8% | -65.4% | -59.8% |
| YTD | -52.1% | +22.4% | -74.4% | -52.9% |
| 1Y | -50.9% | +23.0% | -73.9% | -51.8% |
| 3Y | +333.8% | +21.8% | +312.0% | +326.5% |
| 5Y | +40.7% | -39.2% | +80.0% | +42.1% |
| 10Y | -99.8% | -12.4% | -87.4% | -99.8% |
| All | -100.0% | +393.4% | -493.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling