+360.5%
RCL vs IWD
+205.2%
+155.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -2.2% |
| 7D | +0.6% | -0.6% | +1.2% | +1.6% |
| 30D | +19.4% | +3.6% | +15.8% | +12.2% |
| 3M | +9.8% | +2.7% | +7.1% | +4.8% |
| 6M | +28.6% | +13.2% | +15.4% | +3.0% |
| YTD | +22.2% | +26.8% | -4.6% | -19.9% |
| 1Y | +29.7% | +29.3% | +0.5% | -17.7% |
| 3Y | +265.3% | +85.1% | +180.2% | +22.7% |
| 5Y | +301.8% | +74.2% | +227.5% | +59.4% |
| 10Y | +360.5% | +204.6% | +155.9% | -7.0% |
| All | +360.5% | +205.2% | +155.2% | -7.0% |
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 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