+331.9%
RCL vs IVZ
+43.7%
+288.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.1% |
| 7D | -1.2% | +7.6% | -8.8% | -5.9% |
| 30D | +17.8% | +4.3% | +13.5% | +14.3% |
| 3M | +4.9% | -9.3% | +14.3% | +11.2% |
| 6M | +23.7% | +5.2% | +18.5% | +17.4% |
| YTD | +17.8% | +13.4% | +4.4% | +5.7% |
| 1Y | +28.9% | +25.4% | +3.5% | +7.9% |
| 3Y | +241.9% | +152.5% | +89.4% | +71.3% |
| 5Y | +295.4% | +36.7% | +258.7% | +193.8% |
| All | +331.9% | +43.7% | +288.3% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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