+728.9%
IWD vs RVTY
+666.1%
+62.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +2.7% | +1.0% | +1.6% | +2.1% |
| 3M | +0.9% | +35.8% | -34.9% | -7.6% |
| 6M | +10.5% | +56.7% | -46.2% | -2.9% |
| YTD | +23.7% | +60.7% | -37.0% | +7.0% |
| 1Y | +28.7% | +73.7% | -45.0% | +8.9% |
| 3Y | +79.7% | +82.8% | -3.1% | +46.6% |
| 5Y | +69.7% | -7.0% | +76.7% | +62.0% |
| 10Y | +211.4% | +212.3% | -0.9% | +110.8% |
| All | +728.9% | +666.1% | +62.9% | +298.2% |
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