+2,014.3%
RCL vs IWF
+664.8%
+1,349.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +2.0% |
| 7D | +8.5% | -2.9% | +11.4% | +12.3% |
| 30D | +20.4% | -10.9% | +31.3% | +38.7% |
| 3M | +11.0% | -8.1% | +19.1% | +22.6% |
| 6M | +24.9% | -7.5% | +32.4% | +36.1% |
| YTD | +23.9% | -3.4% | +27.2% | +28.0% |
| 1Y | +30.8% | -5.0% | +35.8% | +37.8% |
| 3Y | +270.4% | +64.0% | +206.4% | +89.8% |
| 5Y | +296.1% | +56.8% | +239.3% | +121.3% |
| 10Y | +375.0% | +381.2% | -6.2% | -38.6% |
| All | +2,014.3% | +664.8% | +1,349.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling