+333.1%
RCL vs IJR
+172.1%
+161.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | +1.2% |
| 30D | -15.5% | -4.6% | -10.9% | -9.6% |
| 3M | -9.7% | +0.2% | -9.9% | -9.9% |
| 6M | -8.7% | +14.7% | -23.5% | -24.3% |
| YTD | -5.8% | +18.9% | -24.6% | -25.6% |
| 1Y | -24.5% | +19.9% | -44.4% | -41.2% |
| 3Y | +173.9% | +53.0% | +120.9% | +46.6% |
| 5Y | +228.0% | +40.9% | +187.1% | +106.6% |
| All | +333.1% | +172.1% | +161.0% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling