-6.7%
RCL vs IWD
+16.4%
-23.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.4% |
| 7D | -5.1% | -0.3% | -4.8% | -4.5% |
| 30D | -19.0% | +0.6% | -19.6% | -20.1% |
| 3M | -9.6% | +7.2% | -16.8% | -23.4% |
| 6M | -6.7% | +16.2% | -22.9% | -33.9% |
| All | -6.7% | +16.4% | -23.1% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling