+205.0%
IWD vs RL
+397.7%
-192.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.5% |
| 7D | +1.3% | +0.2% | +1.0% | +1.1% |
| 30D | +3.6% | +7.3% | -3.8% | +1.6% |
| 3M | +2.3% | +1.0% | +1.3% | +1.8% |
| 6M | +13.0% | +11.8% | +1.3% | +8.8% |
| YTD | +26.2% | +13.6% | +12.6% | +20.3% |
| 1Y | +30.5% | +24.0% | +6.4% | +21.3% |
| 3Y | +86.2% | +256.6% | -170.4% | +25.3% |
| 5Y | +72.9% | +240.2% | -167.3% | +14.5% |
| 10Y | +205.0% | +373.0% | -167.9% | +73.6% |
| All | +205.0% | +397.7% | -192.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling