+375.0%
RCL vs IBB
+130.8%
+244.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.7% |
| 7D | +8.5% | +0.8% | +7.7% | +7.8% |
| 30D | +20.4% | +5.2% | +15.2% | +15.4% |
| 3M | +11.0% | +8.6% | +2.4% | +2.8% |
| 6M | +24.9% | +27.8% | -3.0% | +0.5% |
| YTD | +23.9% | +28.8% | -4.9% | -0.6% |
| 1Y | +30.8% | +36.4% | -5.6% | +0.2% |
| 3Y | +270.4% | +89.3% | +181.1% | +113.2% |
| 5Y | +296.1% | +43.3% | +252.8% | +184.3% |
| 10Y | +375.0% | +130.6% | +244.4% | +142.8% |
| All | +375.0% | +130.8% | +244.3% | +142.8% |
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