+745.6%
IWD vs RVTY
+693.8%
+51.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.1% |
| 7D | +1.3% | +6.0% | -4.8% | -0.4% |
| 30D | +3.6% | +4.3% | -0.7% | +2.2% |
| 3M | +2.3% | +40.2% | -37.9% | -7.0% |
| 6M | +13.0% | +59.3% | -46.3% | -1.2% |
| YTD | +26.2% | +66.5% | -40.3% | +8.1% |
| 1Y | +30.5% | +77.5% | -47.0% | +9.8% |
| 3Y | +86.2% | +92.5% | -6.3% | +49.8% |
| 5Y | +72.9% | -6.8% | +79.7% | +65.0% |
| 10Y | +205.0% | +225.4% | -20.4% | +104.3% |
| All | +745.6% | +693.8% | +51.8% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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