+392.8%
IWF vs RRC
+71.8%
+321.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.3% | +2.5% | +2.8% | +5.0% |
| 30D | -8.6% | +21.1% | -29.7% | -10.5% |
| 3M | -6.5% | +28.4% | -34.9% | -9.0% |
| 6M | -5.6% | +26.5% | -32.1% | -8.2% |
| YTD | -1.5% | +47.0% | -48.6% | -5.9% |
| 1Y | -2.8% | +35.2% | -38.0% | -6.4% |
| 3Y | +67.1% | +61.0% | +6.2% | +57.0% |
| 5Y | +57.6% | +133.6% | -76.0% | +40.5% |
| All | +392.8% | +71.8% | +321.0% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling