+240.5%
RCL vs IEFA
+66.6%
+173.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.0% |
| 7D | -0.2% | +1.3% | -1.5% | -1.9% |
| 30D | +14.4% | +0.1% | +14.3% | +14.4% |
| 3M | +5.2% | -4.2% | +9.4% | +11.3% |
| 6M | +26.1% | +1.9% | +24.2% | +23.0% |
| YTD | +17.4% | +9.9% | +7.4% | +4.3% |
| 1Y | +24.7% | +11.5% | +13.1% | +8.9% |
| All | +240.5% | +66.6% | +173.9% | +86.0% |
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