+227.1%
RCL vs IEFA
+51.0%
+176.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -1.5% |
| 30D | -15.7% | -1.1% | -14.6% | -14.2% |
| 3M | -8.0% | +5.1% | -13.0% | -14.8% |
| 6M | -10.1% | +9.3% | -19.4% | -21.2% |
| YTD | -5.9% | +13.0% | -18.8% | -21.7% |
| 1Y | -23.5% | +19.2% | -42.7% | -41.4% |
| 3Y | +174.4% | +67.0% | +107.4% | +21.3% |
| 5Y | +227.1% | +51.1% | +176.0% | +74.4% |
| All | +227.1% | +51.0% | +176.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling