+307.4%
RCL vs IP
-11.8%
+319.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +8.5% | 0.0% | +8.5% | +8.6% |
| 30D | +20.4% | +9.4% | +11.0% | +15.2% |
| 3M | +11.0% | -14.1% | +25.1% | +19.1% |
| 6M | +24.9% | +9.2% | +15.7% | +18.0% |
| YTD | +23.9% | -7.5% | +31.4% | +24.3% |
| 1Y | +30.8% | -2.8% | +33.6% | +27.5% |
| 3Y | +270.4% | +21.2% | +249.2% | +184.6% |
| All | +307.4% | -11.8% | +319.1% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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