+360.5%
RCL vs IBB
+133.2%
+227.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +0.6% | -1.4% | +2.0% | +1.6% |
| 30D | +19.4% | +6.8% | +12.6% | +13.1% |
| 3M | +9.8% | +9.2% | +0.6% | +1.2% |
| 6M | +28.6% | +28.3% | +0.3% | +3.2% |
| YTD | +22.2% | +29.4% | -7.2% | -2.3% |
| 1Y | +29.7% | +33.2% | -3.4% | +1.4% |
| 3Y | +265.3% | +90.2% | +175.1% | +109.4% |
| 5Y | +301.8% | +44.0% | +257.8% | +187.1% |
| 10Y | +360.5% | +133.1% | +227.4% | +133.5% |
| All | +360.5% | +133.2% | +227.3% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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