+238.8%
RCL vs IYR
+5.6%
+233.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 3M | -2.8% | +1.5% | -4.2% | -4.4% |
| 6M | -4.4% | +3.9% | -8.2% | -8.2% |
| YTD | -4.2% | +9.5% | -13.7% | -13.0% |
| 1Y | -23.4% | +7.5% | -30.8% | -28.8% |
| 3Y | +179.4% | +30.8% | +148.6% | +105.8% |
| 5Y | +238.8% | +4.8% | +234.0% | +230.7% |
| All | +238.8% | +5.6% | +233.1% | +230.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling