-23.5%
RCL vs IEF
-1.5%
-22.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -0.8% |
| 7D | -2.2% | -0.3% | -1.9% | -1.1% |
| 30D | -15.7% | -0.6% | -15.1% | -13.8% |
| 3M | -8.0% | -1.0% | -7.0% | -4.2% |
| 6M | -10.1% | -3.1% | -7.1% | -1.8% |
| YTD | -5.9% | -1.9% | -4.0% | +1.5% |
| 1Y | -23.5% | -1.4% | -22.1% | -16.7% |
| All | -23.5% | -1.5% | -22.0% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling