-25.1%
RCL vs IEFA
+23.1%
-48.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.9% |
| 30D | -19.0% | +1.0% | -20.0% | -20.1% |
| 3M | -9.6% | +4.7% | -14.3% | -15.4% |
| 6M | -6.7% | +8.6% | -15.3% | -17.3% |
| YTD | -3.9% | +14.8% | -18.8% | -21.0% |
| 1Y | -25.1% | +22.6% | -47.7% | -42.4% |
| All | -25.1% | +23.1% | -48.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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