+173.5%
RCL vs IJR
+52.6%
+120.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.5% |
| 7D | -2.2% | -1.1% | -1.1% | -0.9% |
| 30D | -15.7% | -3.6% | -12.0% | -11.9% |
| 3M | -8.0% | +2.3% | -10.3% | -10.2% |
| 6M | -10.1% | +14.3% | -24.5% | -22.3% |
| YTD | -5.9% | +19.3% | -25.2% | -22.3% |
| 1Y | -23.5% | +22.6% | -46.1% | -38.6% |
| All | +173.5% | +52.6% | +120.9% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling