+2,203.7%
RCL vs IYR
+714.7%
+1,489.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +1.5% |
| 7D | +5.0% | +2.3% | +2.7% | +2.9% |
| 30D | +19.4% | +7.4% | +12.0% | +11.7% |
| 3M | +5.9% | -0.7% | +6.6% | +6.8% |
| 6M | +23.8% | +1.6% | +22.2% | +21.6% |
| YTD | +22.8% | +11.6% | +11.2% | +10.8% |
| 1Y | +34.3% | +10.5% | +23.8% | +22.4% |
| 3Y | +276.4% | +43.4% | +233.0% | +165.4% |
| 5Y | +281.6% | +6.8% | +274.8% | +263.1% |
| 10Y | +379.0% | +86.0% | +293.0% | +200.8% |
| All | +2,203.7% | +714.7% | +1,489.0% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling