+921.7%
RCL vs IEFA
+217.0%
+704.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.3% |
| 7D | -5.1% | +0.6% | -5.7% | -6.0% |
| 30D | -19.0% | +1.0% | -20.0% | -20.3% |
| 3M | -9.6% | +4.7% | -14.3% | -16.1% |
| 6M | -6.7% | +8.6% | -15.3% | -17.7% |
| YTD | -3.9% | +14.8% | -18.8% | -22.6% |
| 1Y | -25.1% | +22.6% | -47.7% | -45.7% |
| 3Y | +179.1% | +67.0% | +112.1% | +23.1% |
| 5Y | +243.3% | +52.3% | +191.0% | +83.0% |
| 10Y | +325.8% | +147.3% | +178.4% | +30.2% |
| All | +921.7% | +217.0% | +704.6% | +142.7% |
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