+1,540.1%
RCL vs IWD
+726.5%
+813.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.0% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -19.0% | +0.6% | -19.6% | -19.8% |
| 3M | -9.6% | +7.2% | -16.8% | -18.9% |
| 6M | -6.7% | +16.2% | -22.9% | -26.0% |
| YTD | -3.9% | +23.3% | -27.3% | -30.7% |
| 1Y | -25.1% | +29.6% | -54.7% | -49.9% |
| 3Y | +179.1% | +70.5% | +108.7% | +23.3% |
| 5Y | +243.3% | +73.5% | +169.8% | +56.3% |
| 10Y | +325.8% | +198.3% | +127.5% | -1.0% |
| All | +1,540.1% | +726.5% | +813.6% | +11.6% |
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