+1,692.2%
RCL vs IEF
+129.4%
+1,562.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -5.5% |
| 30D | -19.0% | -0.8% | -18.2% | -20.0% |
| 3M | -9.6% | -1.0% | -8.6% | -11.3% |
| 6M | -6.7% | -2.8% | -3.9% | -11.6% |
| YTD | -3.9% | -1.5% | -2.4% | -7.2% |
| 1Y | -25.1% | -0.4% | -24.7% | -26.4% |
| 3Y | +179.1% | +9.7% | +169.5% | +218.3% |
| 5Y | +243.3% | -8.3% | +251.6% | +170.2% |
| 10Y | +325.8% | +4.6% | +321.2% | +354.6% |
| All | +1,692.2% | +129.4% | +1,562.9% | +11,458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling