+301.7%
IWD vs RNG
+340.1%
-38.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.3% | +4.6% | -2.3% | +1.8% |
| 30D | +3.6% | +0.4% | +3.2% | +3.4% |
| 3M | +2.2% | +11.4% | -9.3% | +0.7% |
| 6M | +13.0% | +95.7% | -82.7% | +3.9% |
| YTD | +26.5% | +162.9% | -136.4% | +10.9% |
| 1Y | +30.1% | +180.3% | -150.1% | +13.1% |
| 3Y | +84.9% | +188.3% | -103.5% | +56.3% |
| 5Y | +73.4% | -72.5% | +145.9% | +80.7% |
| 10Y | +204.0% | +236.7% | -32.7% | +120.5% |
| All | +301.7% | +340.1% | -38.4% | +181.1% |
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