+331.9%
RCL vs IYR
+87.3%
+244.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.8% |
| 30D | +17.8% | +6.6% | +11.3% | +9.2% |
| 3M | +4.9% | -1.8% | +6.8% | +7.4% |
| 6M | +23.7% | +1.4% | +22.3% | +21.1% |
| YTD | +17.8% | +10.5% | +7.3% | +4.1% |
| 1Y | +28.9% | +10.6% | +18.3% | +13.9% |
| 3Y | +241.9% | +41.8% | +200.1% | +115.3% |
| 5Y | +295.4% | +6.0% | +289.4% | +268.7% |
| All | +331.9% | +87.3% | +244.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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