+161.3%
IWM vs RCL
+396.5%
-235.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.4% |
| 7D | +1.2% | +5.0% | -3.7% | -0.1% |
| 30D | +1.3% | +19.4% | -18.1% | -3.4% |
| 3M | -6.1% | +5.9% | -12.0% | -7.9% |
| 6M | -0.1% | +23.8% | -23.9% | -6.4% |
| YTD | +15.5% | +22.8% | -7.3% | +6.9% |
| 1Y | +18.1% | +34.3% | -16.1% | +6.4% |
| 3Y | +74.6% | +276.4% | -201.8% | +17.1% |
| 5Y | +24.6% | +281.6% | -257.0% | -21.4% |
| 10Y | +161.3% | +379.0% | -217.7% | +38.0% |
| All | +161.3% | +396.5% | -235.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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