+342.5%
RCL vs IYR
+65.1%
+277.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -1.1% |
| 30D | -15.7% | -2.4% | -13.3% | -13.2% |
| 3M | -8.0% | -2.0% | -6.0% | -6.0% |
| 6M | -10.1% | +2.5% | -12.6% | -12.9% |
| YTD | -5.9% | +8.3% | -14.2% | -14.7% |
| 1Y | -23.5% | +6.5% | -29.9% | -29.0% |
| 3Y | +174.4% | +29.3% | +145.1% | +94.4% |
| 5Y | +227.1% | +5.7% | +221.5% | +205.1% |
| 10Y | +342.5% | +69.2% | +273.3% | +182.3% |
| All | +342.5% | +65.1% | +277.4% | +182.3% |
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