+195.5%
IWD vs RNG
+223.4%
-28.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.3% | -9.6% | +7.3% | -1.3% |
| 30D | -1.8% | +8.8% | -10.6% | -2.7% |
| 3M | +8.0% | +78.6% | -70.6% | +0.9% |
| 6M | +17.0% | +70.3% | -53.3% | +9.1% |
| YTD | +21.3% | +140.3% | -119.1% | +7.6% |
| 1Y | +27.9% | +126.6% | -98.7% | +14.1% |
| 3Y | +70.1% | +120.2% | -50.2% | +48.3% |
| 5Y | +74.2% | -68.3% | +142.5% | +78.0% |
| All | +195.5% | +223.4% | -28.0% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RNG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling