+333.1%
RCL vs IBKR
+1,011.6%
-678.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | -15.5% | -0.2% | -15.3% | -16.0% |
| 3M | -9.7% | +3.0% | -12.6% | -13.4% |
| 6M | -8.7% | +33.9% | -42.6% | -26.2% |
| YTD | -5.8% | +42.5% | -48.3% | -27.7% |
| 1Y | -24.5% | +44.9% | -69.3% | -43.6% |
| 3Y | +173.9% | +293.0% | -119.1% | -5.2% |
| 5Y | +228.0% | +497.7% | -269.7% | -19.1% |
| All | +333.1% | +1,011.6% | -678.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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