+726.5%
IWD vs RL
+3,388.9%
-2,662.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +0.6% | -7.8% | +8.4% | +2.8% |
| 3M | +7.2% | -4.0% | +11.2% | +8.0% |
| 6M | +16.2% | -1.9% | +18.1% | +15.6% |
| YTD | +23.3% | -0.2% | +23.5% | +21.8% |
| 1Y | +29.6% | +10.7% | +18.9% | +23.9% |
| 3Y | +70.5% | +210.8% | -140.3% | +17.4% |
| 5Y | +73.5% | +238.2% | -164.8% | +12.9% |
| 10Y | +198.3% | +313.4% | -115.1% | +68.3% |
| All | +726.5% | +3,388.9% | -2,662.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling