+227.1%
RCL vs IEF
-8.6%
+235.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -15.7% | -0.6% | -15.1% | -15.6% |
| 3M | -8.0% | -1.0% | -7.0% | -7.9% |
| 6M | -10.1% | -3.1% | -7.1% | -10.2% |
| YTD | -5.9% | -1.9% | -4.0% | -5.8% |
| 1Y | -23.5% | -1.4% | -22.1% | -23.3% |
| 3Y | +174.4% | +9.8% | +164.6% | +176.4% |
| 5Y | +227.1% | -8.8% | +236.0% | +148.6% |
| All | +227.1% | -8.6% | +235.7% | +148.6% |
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 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