+84.9%
IWD vs RRX
+64.5%
+20.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +2.3% | +4.3% | -2.1% | +1.5% |
| 30D | +3.6% | +12.3% | -8.7% | +1.1% |
| 3M | +2.2% | +3.7% | -1.5% | +1.0% |
| 6M | +13.0% | -13.9% | +26.9% | +14.4% |
| YTD | +26.5% | +26.5% | +0.1% | +16.5% |
| 1Y | +30.1% | +29.3% | +0.8% | +19.1% |
| 3Y | +84.9% | +65.6% | +19.3% | +53.0% |
| All | +84.9% | +64.5% | +20.4% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling