+118.6%
IVV vs RDW
+5.0%
+113.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.3% | -1.1% |
| 7D | +0.5% | +9.5% | -9.0% | -0.1% |
| 30D | -1.0% | -17.4% | +16.4% | +0.2% |
| 3M | +3.9% | -39.5% | +43.4% | +6.6% |
| 6M | +14.5% | +31.3% | -16.8% | +9.7% |
| YTD | +12.9% | +47.8% | -34.9% | +5.9% |
| 1Y | +19.4% | +33.8% | -14.5% | +11.6% |
| 3Y | +78.8% | +262.3% | -183.5% | +44.5% |
| 5Y | +82.2% | -5.7% | +87.9% | +51.3% |
| All | +118.6% | +5.0% | +113.7% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling