+1,935.4%
RCL vs IWD
+728.9%
+1,206.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +2.0% |
| 7D | +6.5% | -0.5% | +7.0% | +7.4% |
| 30D | +15.9% | +2.7% | +13.2% | +11.3% |
| 3M | +2.7% | +0.9% | +1.8% | +1.4% |
| 6M | +15.2% | +10.5% | +4.7% | -1.5% |
| YTD | +19.2% | +23.7% | -4.5% | -14.2% |
| 1Y | +31.6% | +28.7% | +2.9% | -11.0% |
| 3Y | +274.2% | +79.7% | +194.5% | +51.9% |
| 5Y | +250.1% | +69.7% | +180.4% | +65.4% |
| 10Y | +388.4% | +211.4% | +177.0% | +6.8% |
| All | +1,935.4% | +728.9% | +1,206.4% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling