+227.1%
RCL vs IWF
+72.9%
+154.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.8% |
| 30D | -15.7% | -1.4% | -14.3% | -14.3% |
| 3M | -8.0% | +0.4% | -8.4% | -9.0% |
| 6M | -10.1% | +8.5% | -18.6% | -18.8% |
| YTD | -5.9% | +3.7% | -9.6% | -10.1% |
| 1Y | -23.5% | +8.5% | -32.0% | -31.5% |
| 3Y | +174.4% | +78.5% | +95.9% | +30.5% |
| 5Y | +227.1% | +73.6% | +153.5% | +59.1% |
| All | +227.1% | +72.9% | +154.3% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling