+13.2%
IWD vs RRC
+25.7%
-12.5%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +3.6% | +25.2% | -21.6% | +3.5% |
| 3M | +2.7% | +27.8% | -25.2% | +2.6% |
| 6M | +13.2% | +27.2% | -14.0% | +13.0% |
| All | +13.2% | +25.7% | -12.5% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling