+1,996.5%
RCL vs IWF
+671.5%
+1,325.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | -0.8% |
| 7D | +5.0% | -1.0% | +6.0% | +6.0% |
| 30D | +19.4% | -10.1% | +29.5% | +36.0% |
| 3M | +5.9% | -7.6% | +13.5% | +16.3% |
| 6M | +23.8% | -6.7% | +30.5% | +33.4% |
| YTD | +22.8% | -2.5% | +25.4% | +25.5% |
| 1Y | +34.3% | -2.1% | +36.3% | +35.9% |
| 3Y | +276.4% | +68.6% | +207.8% | +86.1% |
| 5Y | +281.6% | +55.8% | +225.8% | +115.0% |
| 10Y | +379.0% | +383.3% | -4.2% | -38.4% |
| All | +1,996.5% | +671.5% | +1,325.0% | +14.3% |
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 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