+291.6%
IWD vs RNG
+327.7%
-36.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -0.3% | +5.8% | -6.1% | -0.9% |
| 30D | +0.6% | +19.6% | -19.0% | -1.4% |
| 3M | +7.2% | +67.0% | -59.8% | +0.8% |
| 6M | +16.2% | +88.4% | -72.2% | +7.1% |
| YTD | +23.3% | +155.5% | -132.1% | +8.7% |
| 1Y | +29.6% | +141.7% | -112.1% | +14.6% |
| 3Y | +70.5% | +131.1% | -60.6% | +47.9% |
| 5Y | +73.5% | -70.6% | +144.1% | +79.1% |
| 10Y | +198.3% | +228.2% | -29.9% | +117.2% |
| All | +291.6% | +327.7% | -36.1% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling