+342.5%
RCL vs IVZ
+60.3%
+282.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -2.2% | +1.2% | -3.4% | -3.0% |
| 30D | -15.7% | +1.8% | -17.4% | -16.7% |
| 3M | -8.0% | +15.7% | -23.7% | -17.4% |
| 6M | -10.1% | +36.3% | -46.5% | -27.7% |
| YTD | -5.9% | +24.9% | -30.8% | -20.3% |
| 1Y | -23.5% | +48.9% | -72.4% | -42.7% |
| 3Y | +174.4% | +136.8% | +37.6% | +45.0% |
| 5Y | +227.1% | +60.0% | +167.2% | +119.1% |
| 10Y | +342.5% | +63.4% | +279.2% | +137.5% |
| All | +342.5% | +60.3% | +282.2% | +137.5% |
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