+178.5%
RCL vs IOT
+29.6%
+148.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -0.5% | +2.8% | -3.2% | -1.2% |
| 30D | -17.3% | -1.8% | -15.6% | -17.2% |
| 3M | -2.8% | +17.9% | -20.6% | -7.3% |
| 6M | -4.4% | +13.5% | -17.9% | -9.0% |
| YTD | -4.2% | +13.3% | -17.4% | -9.7% |
| 1Y | -23.4% | -3.3% | -20.0% | -25.0% |
| All | +178.5% | +29.6% | +148.9% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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