+179.4%
RCL vs IYR
+29.8%
+149.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -17.3% | -2.5% | -14.8% | -15.4% |
| 3M | -2.8% | +1.5% | -4.2% | -4.1% |
| 6M | -4.4% | +3.9% | -8.2% | -7.6% |
| YTD | -4.2% | +9.5% | -13.7% | -11.5% |
| 1Y | -23.4% | +7.5% | -30.8% | -27.9% |
| 3Y | +179.4% | +30.8% | +148.6% | +128.5% |
| All | +179.4% | +29.8% | +149.6% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling