-25.1%
RCL vs IWD
+30.5%
-55.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.3% |
| 7D | -5.1% | -0.3% | -4.8% | -4.5% |
| 30D | -19.0% | +0.6% | -19.6% | -20.0% |
| 3M | -9.6% | +7.2% | -16.8% | -22.5% |
| 6M | -6.7% | +16.2% | -22.9% | -33.1% |
| YTD | -3.9% | +23.3% | -27.3% | -39.3% |
| 1Y | -25.1% | +29.6% | -54.7% | -57.0% |
| All | -25.1% | +30.5% | -55.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling