+726.5%
IWD vs RRC
+2,629.5%
-1,903.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +0.6% | +10.1% | -9.5% | -1.0% |
| 3M | +7.2% | +4.0% | +3.2% | +6.3% |
| 6M | +16.2% | +1.6% | +14.6% | +15.4% |
| YTD | +23.3% | +19.7% | +3.6% | +19.0% |
| 1Y | +29.6% | +21.4% | +8.2% | +24.3% |
| 3Y | +70.5% | +29.7% | +40.8% | +59.3% |
| 5Y | +73.5% | +153.9% | -80.4% | +38.8% |
| 10Y | +198.3% | +10.8% | +187.5% | +137.3% |
| All | +726.5% | +2,629.5% | -1,903.0% | +317.8% |
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