+9.4%
RCL vs IRE
-97.7%
+107.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.8% | +16.7% | +1.1% |
| 7D | +8.5% | -41.9% | +50.4% | +9.1% |
| 30D | +20.4% | -75.1% | +95.5% | +22.7% |
| 3M | +11.0% | -82.4% | +93.4% | +13.5% |
| 6M | +24.9% | -95.5% | +120.4% | +30.2% |
| YTD | +23.9% | -93.1% | +116.9% | +28.0% |
| 1Y | +30.8% | -97.8% | +128.6% | +35.9% |
| All | +9.4% | -97.7% | +107.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling