+331.2%
RCL vs IEF
+4.0%
+327.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.8% |
| 7D | -2.5% | -1.2% | -1.3% | -3.2% |
| 30D | -15.7% | -1.5% | -14.2% | -16.5% |
| 3M | -3.6% | -1.7% | -1.9% | -4.8% |
| 6M | -8.7% | -3.5% | -5.1% | -11.3% |
| YTD | -6.2% | -2.6% | -3.5% | -8.2% |
| 1Y | -22.9% | -2.4% | -20.5% | -24.4% |
| 3Y | +173.6% | +8.9% | +164.7% | +193.3% |
| 5Y | +226.6% | -9.2% | +235.8% | +144.3% |
| All | +331.2% | +4.0% | +327.2% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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