+749.4%
IWD vs RRC
+3,278.3%
-2,528.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +3.6% | +25.2% | -21.6% | -0.5% |
| 3M | +2.7% | +27.8% | -25.2% | -1.8% |
| 6M | +13.2% | +27.2% | -14.0% | +8.1% |
| YTD | +26.8% | +48.2% | -21.4% | +17.6% |
| 1Y | +29.3% | +34.7% | -5.4% | +21.6% |
| 3Y | +85.1% | +62.2% | +22.9% | +66.4% |
| 5Y | +74.2% | +130.9% | -56.7% | +41.8% |
| 10Y | +204.6% | +73.4% | +131.2% | +123.1% |
| All | +749.4% | +3,278.3% | -2,528.9% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling