+27.4%
IWD vs RRX
+15.2%
+12.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.4% |
| 7D | -0.8% | -0.3% | -0.4% | -0.8% |
| 30D | -0.8% | -6.1% | +5.3% | -0.1% |
| 3M | +6.9% | -23.1% | +30.0% | +9.8% |
| 6M | +18.3% | -19.5% | +37.8% | +19.7% |
| YTD | +22.4% | +16.1% | +6.3% | +16.7% |
| 1Y | +27.4% | +12.9% | +14.5% | +21.5% |
| All | +27.4% | +15.2% | +12.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling