+226.6%
RCL vs IJH
+45.7%
+180.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +1.1% |
| 7D | -2.5% | -2.5% | 0.0% | +1.3% |
| 30D | -15.7% | -5.0% | -10.6% | -8.8% |
| 3M | -3.6% | +0.5% | -4.2% | -4.3% |
| 6M | -8.7% | +8.2% | -16.9% | -18.1% |
| YTD | -6.2% | +12.5% | -18.6% | -20.5% |
| 1Y | -22.9% | +14.4% | -37.2% | -36.2% |
| 3Y | +173.6% | +49.5% | +124.1% | +50.9% |
| 5Y | +226.6% | +47.8% | +178.8% | +95.2% |
| All | +226.6% | +45.7% | +180.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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