+2,101.2%
RCL vs IYR
+706.4%
+1,394.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | +14.4% | +5.7% | +8.7% | +8.6% |
| 3M | +5.2% | -0.6% | +5.8% | +5.9% |
| 6M | +26.1% | +0.5% | +25.6% | +25.3% |
| YTD | +17.4% | +10.4% | +6.9% | +6.9% |
| 1Y | +24.7% | +9.2% | +15.5% | +15.0% |
| 3Y | +250.9% | +40.5% | +210.4% | +152.3% |
| 5Y | +293.8% | +5.9% | +287.9% | +277.8% |
| 10Y | +342.4% | +86.5% | +255.9% | +177.5% |
| All | +2,101.2% | +706.4% | +1,394.8% | +193.2% |
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