+292.2%
RCL vs IEF
-8.1%
+300.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -2.0% | +0.8% | -1.0% |
| 30D | +17.8% | +0.7% | +17.1% | +17.8% |
| 3M | +4.9% | -2.5% | +7.4% | +5.2% |
| 6M | +23.7% | -2.6% | +26.3% | +24.0% |
| YTD | +17.8% | -3.2% | +21.0% | +18.1% |
| 1Y | +28.9% | -3.0% | +32.0% | +29.2% |
| 3Y | +241.9% | +10.5% | +231.3% | +247.9% |
| All | +292.2% | -8.1% | +300.3% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling