+1,535.8%
RCL vs IJH
+1,068.3%
+467.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.7% |
| 7D | -0.5% | +1.0% | -1.5% | -1.9% |
| 30D | -17.3% | -3.1% | -14.2% | -13.5% |
| 3M | -2.8% | +1.9% | -4.7% | -5.2% |
| 6M | -4.4% | +11.0% | -15.4% | -16.8% |
| YTD | -4.2% | +14.7% | -18.9% | -20.5% |
| 1Y | -23.4% | +15.6% | -39.0% | -37.0% |
| 3Y | +179.4% | +52.5% | +126.9% | +56.0% |
| 5Y | +238.8% | +49.1% | +189.7% | +106.3% |
| 10Y | +350.2% | +177.7% | +172.5% | +32.5% |
| All | +1,535.8% | +1,068.3% | +467.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling