+360.5%
RCL vs IWF
+392.3%
-31.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -4.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.5% |
| 30D | +19.4% | -8.3% | +27.7% | +31.7% |
| 3M | +9.8% | -5.6% | +15.3% | +16.6% |
| 6M | +28.6% | -5.4% | +34.1% | +35.8% |
| YTD | +22.2% | -1.2% | +23.3% | +22.6% |
| 1Y | +29.7% | -2.7% | +32.4% | +32.2% |
| 3Y | +265.3% | +67.8% | +197.5% | +87.1% |
| 5Y | +301.8% | +60.1% | +241.7% | +122.1% |
| 10Y | +360.5% | +392.2% | -31.7% | -34.3% |
| All | +360.5% | +392.3% | -31.8% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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