+205.0%
IWD vs RRC
+63.1%
+142.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.3% | -10.3% | +11.6% | +2.6% |
| 30D | +3.6% | +19.5% | -15.9% | +1.1% |
| 3M | +2.3% | +27.9% | -25.6% | -1.0% |
| 6M | +13.0% | +21.2% | -8.1% | +9.9% |
| YTD | +26.2% | +39.6% | -13.4% | +20.2% |
| 1Y | +30.5% | +31.3% | -0.8% | +25.1% |
| 3Y | +86.2% | +51.9% | +34.3% | +73.5% |
| 5Y | +72.9% | +110.2% | -37.3% | +50.9% |
| 10Y | +205.0% | +56.7% | +148.4% | +127.1% |
| All | +205.0% | +63.1% | +142.0% | +127.1% |
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