+27.9%
IWD vs RNG
+120.2%
-92.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -2.3% | -9.6% | +7.3% | -2.0% |
| 30D | -1.8% | +8.8% | -10.6% | -2.0% |
| 3M | +8.0% | +78.6% | -70.6% | +6.2% |
| 6M | +17.0% | +70.3% | -53.3% | +14.8% |
| YTD | +21.3% | +140.3% | -119.1% | +16.6% |
| 1Y | +27.9% | +126.6% | -98.7% | +22.7% |
| All | +27.9% | +120.2% | -92.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling