+226.6%
RCL vs IJR
+38.0%
+188.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.9% |
| 7D | -2.5% | -2.3% | -0.1% | +0.6% |
| 30D | -15.7% | -4.7% | -11.0% | -10.0% |
| 3M | -3.6% | +2.1% | -5.8% | -6.1% |
| 6M | -8.7% | +13.9% | -22.5% | -22.4% |
| YTD | -6.2% | +18.2% | -24.4% | -24.0% |
| 1Y | -22.9% | +21.8% | -44.7% | -40.0% |
| 3Y | +173.6% | +52.2% | +121.4% | +53.8% |
| 5Y | +226.6% | +40.1% | +186.4% | +121.5% |
| All | +226.6% | +38.0% | +188.6% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling