+194.7%
IWD vs RRC
+7.9%
+186.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -0.8% | +9.4% | -10.2% | -1.9% |
| 3M | +8.0% | +7.4% | +0.6% | +6.9% |
| 6M | +18.2% | +1.5% | +16.7% | +17.6% |
| YTD | +22.3% | +19.4% | +2.9% | +19.1% |
| 1Y | +28.9% | +24.2% | +4.7% | +24.6% |
| 3Y | +71.5% | +32.8% | +38.8% | +62.7% |
| 5Y | +73.6% | +152.9% | -79.3% | +48.5% |
| 10Y | +194.7% | +3.9% | +190.8% | +137.1% |
| All | +194.7% | +7.9% | +186.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling