+503.6%
IBKR vs RDW
-9.1%
+512.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -0.2% | -21.3% | +21.0% | +2.4% |
| 3M | +3.0% | -37.9% | +40.8% | +7.4% |
| 6M | +33.9% | +12.3% | +21.6% | +26.9% |
| YTD | +42.5% | +39.7% | +2.8% | +29.8% |
| 1Y | +44.9% | +25.7% | +19.2% | +31.6% |
| 3Y | +293.0% | +230.8% | +62.2% | +206.7% |
| All | +503.6% | -9.1% | +512.7% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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