+278.2%
RCL vs IOT
+55.2%
+223.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | -2.2% | +5.1% | -7.3% | -3.5% |
| 30D | -15.7% | -3.0% | -12.6% | -15.2% |
| 3M | -8.0% | +15.0% | -22.9% | -12.3% |
| 6M | -10.1% | +13.1% | -23.3% | -15.1% |
| YTD | -5.9% | +9.0% | -14.9% | -11.5% |
| 1Y | -23.5% | +0.1% | -23.6% | -26.8% |
| 3Y | +174.4% | +26.4% | +148.0% | +132.8% |
| All | +278.2% | +55.2% | +223.0% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling