+1,147.8%
RCL vs IEFA
+203.5%
+944.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -2.9% |
| 7D | -0.2% | +1.3% | -1.5% | -2.3% |
| 30D | +14.4% | +0.1% | +14.3% | +14.4% |
| 3M | +5.2% | -4.2% | +9.4% | +12.5% |
| 6M | +26.1% | +1.9% | +24.2% | +22.2% |
| YTD | +17.4% | +9.9% | +7.4% | +1.2% |
| 1Y | +24.7% | +11.5% | +13.1% | +5.2% |
| 3Y | +250.9% | +66.0% | +185.0% | +55.6% |
| 5Y | +293.8% | +47.5% | +246.4% | +121.2% |
| 10Y | +342.4% | +146.5% | +195.9% | +39.1% |
| All | +1,147.8% | +203.5% | +944.4% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling