+73.3%
IWD vs RRX
+16.5%
+56.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -1.6% | -8.0% | +6.3% | +0.1% |
| 3M | +7.0% | -25.1% | +32.1% | +12.7% |
| 6M | +17.0% | -18.3% | +35.2% | +19.7% |
| YTD | +21.6% | +14.2% | +7.5% | +13.9% |
| 1Y | +28.0% | +13.0% | +14.9% | +19.5% |
| 3Y | +70.6% | +4.2% | +66.4% | +57.6% |
| 5Y | +73.3% | +17.9% | +55.5% | +51.0% |
| All | +73.3% | +16.5% | +56.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling