+1,702.2%
RCL vs IYR
+700.6%
+1,001.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -5.1% | -1.2% | -3.8% | -3.9% |
| 30D | -19.0% | -2.9% | -16.2% | -16.7% |
| 3M | -9.6% | +0.8% | -10.4% | -10.4% |
| 6M | -6.7% | +1.9% | -8.5% | -8.3% |
| YTD | -3.9% | +9.6% | -13.5% | -11.9% |
| 1Y | -25.1% | +8.1% | -33.2% | -30.2% |
| 3Y | +179.1% | +29.2% | +149.9% | +116.8% |
| 5Y | +243.3% | +4.3% | +239.0% | +233.1% |
| 10Y | +325.8% | +64.7% | +261.1% | +196.4% |
| All | +1,702.2% | +700.6% | +1,001.6% | +141.5% |
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 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