+261.1%
RCL vs IVZ
+27.3%
+233.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.4% | +9.0% | +8.1% |
| 30D | +15.9% | -11.2% | +27.1% | +24.9% |
| 3M | +2.7% | -14.0% | +16.6% | +12.7% |
| 6M | +15.2% | +0.5% | +14.8% | +12.4% |
| YTD | +19.2% | +5.4% | +13.8% | +11.8% |
| 1Y | +31.6% | +19.5% | +12.1% | +12.8% |
| 3Y | +274.2% | +128.7% | +145.5% | +88.3% |
| All | +261.1% | +27.3% | +233.8% | +202.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling