+726.5%
IWD vs RRX
+1,414.9%
-688.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.3% | +3.4% | -3.7% | -1.4% |
| 30D | +0.6% | -11.1% | +11.7% | +4.6% |
| 3M | +7.2% | -23.7% | +31.0% | +15.6% |
| 6M | +16.2% | -22.0% | +38.2% | +22.4% |
| YTD | +23.3% | +16.5% | +6.9% | +11.4% |
| 1Y | +29.6% | +11.5% | +18.1% | +17.9% |
| 3Y | +70.5% | +1.5% | +68.9% | +50.8% |
| 5Y | +73.5% | +18.3% | +55.2% | +39.6% |
| 10Y | +198.3% | +209.8% | -11.5% | +56.5% |
| All | +726.5% | +1,414.9% | -688.4% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling