+1,140.1%
RCL vs IBN
+1,532.9%
-392.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | -19.0% | -0.3% | -18.7% | -19.0% |
| 3M | -9.6% | +17.1% | -26.7% | -15.0% |
| 6M | -6.7% | +3.4% | -10.1% | -7.8% |
| YTD | -3.9% | +2.5% | -6.4% | -4.6% |
| 1Y | -25.1% | -4.2% | -20.9% | -23.9% |
| 3Y | +179.1% | +32.4% | +146.7% | +148.7% |
| 5Y | +243.3% | +59.2% | +184.1% | +187.6% |
| 10Y | +325.8% | +345.7% | -19.9% | +142.1% |
| All | +1,140.1% | +1,532.9% | -392.8% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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