+178.5%
RCL vs IEFA
+67.4%
+111.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.5% |
| 7D | -0.5% | +1.2% | -1.6% | -2.0% |
| 30D | -17.3% | -0.6% | -16.8% | -16.7% |
| 3M | -2.8% | +6.2% | -9.0% | -10.4% |
| 6M | -4.4% | +11.2% | -15.6% | -16.4% |
| YTD | -4.2% | +14.2% | -18.3% | -19.2% |
| 1Y | -23.4% | +20.0% | -43.4% | -39.4% |
| All | +178.5% | +67.4% | +111.1% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling