+726.5%
IWD vs RVTY
+542.8%
+183.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +0.6% | +13.2% | -12.6% | -2.8% |
| 3M | +7.2% | +27.2% | -20.0% | +0.2% |
| 6M | +16.2% | +32.4% | -16.2% | +6.8% |
| YTD | +23.3% | +34.9% | -11.5% | +12.4% |
| 1Y | +29.6% | +52.4% | -22.8% | +13.8% |
| 3Y | +70.5% | +12.3% | +58.2% | +58.2% |
| 5Y | +73.5% | -30.8% | +104.3% | +80.0% |
| 10Y | +198.3% | +150.7% | +47.6% | +114.9% |
| All | +726.5% | +542.8% | +183.7% | +318.1% |
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