+375.0%
RCL vs IWD
+203.8%
+171.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +8.5% | +1.6% | +6.9% | +5.6% |
| 30D | +20.4% | +3.6% | +16.8% | +13.1% |
| 3M | +11.0% | +2.0% | +8.9% | +7.2% |
| 6M | +24.9% | +13.1% | +11.8% | +0.2% |
| YTD | +23.9% | +26.2% | -2.3% | -18.1% |
| 1Y | +30.8% | +29.6% | +1.3% | -17.3% |
| 3Y | +270.4% | +84.3% | +186.1% | +25.5% |
| 5Y | +296.1% | +73.4% | +222.7% | +58.5% |
| 10Y | +375.0% | +202.4% | +172.6% | -0.4% |
| All | +375.0% | +203.8% | +171.3% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling