+82.6%
IVV vs RDW
-13.0%
+95.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -2.0% | +4.8% | -6.8% | -2.3% |
| 30D | -1.6% | -19.5% | +17.9% | -0.3% |
| 3M | +4.8% | -26.9% | +31.7% | +6.2% |
| 6M | +12.6% | +17.8% | -5.2% | +8.7% |
| YTD | +11.8% | +43.0% | -31.2% | +5.1% |
| 1Y | +17.6% | +32.1% | -14.5% | +10.0% |
| 3Y | +77.0% | +250.6% | -173.6% | +43.1% |
| 5Y | +82.6% | -6.6% | +89.2% | +50.2% |
| All | +82.6% | -13.0% | +95.6% | +50.2% |
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