-100.0%
RCAT vs IFF
+422.5%
-522.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | -3.3% | -2.0% | -1.4% | -3.2% |
| 3M | -43.2% | +18.5% | -61.8% | -43.9% |
| 6M | -43.2% | +11.7% | -54.9% | -43.7% |
| YTD | +5.5% | +29.6% | -24.0% | +3.4% |
| 1Y | -1.6% | +35.0% | -36.6% | -4.0% |
| 3Y | +773.7% | +32.3% | +741.4% | +755.1% |
| 5Y | +187.6% | -34.6% | +222.2% | +189.5% |
| 10Y | -98.5% | -20.6% | -77.8% | -98.5% |
| All | -100.0% | +422.5% | -522.5% | -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