+261.1%
RCL vs IWD
+68.9%
+192.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +2.1% |
| 7D | +6.5% | -0.5% | +7.0% | +7.6% |
| 30D | +15.9% | +2.7% | +13.2% | +10.5% |
| 3M | +2.7% | +0.9% | +1.8% | +1.1% |
| 6M | +15.2% | +10.5% | +4.7% | -4.3% |
| YTD | +19.2% | +23.7% | -4.5% | -19.2% |
| 1Y | +31.6% | +28.7% | +2.9% | -17.0% |
| 3Y | +274.2% | +79.7% | +194.5% | +27.5% |
| All | +261.1% | +68.9% | +192.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling