+32.0%
RCL vs IJR
+24.2%
+7.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.0% | +4.3% |
| 7D | +11.7% | +2.3% | +9.4% | +8.0% |
| 30D | +21.1% | +2.8% | +18.3% | +16.3% |
| 3M | +2.9% | -4.6% | +7.5% | +11.2% |
| 6M | +29.8% | +5.7% | +24.2% | +19.7% |
| YTD | +21.4% | +19.9% | +1.5% | -6.3% |
| 1Y | +32.0% | +24.2% | +7.9% | -1.0% |
| All | +32.0% | +24.2% | +7.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling