+67.3%
IWF vs RRC
+58.8%
+8.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +5.3% | +2.5% | +2.8% | +4.9% |
| 30D | -8.6% | +21.1% | -29.7% | -11.0% |
| 3M | -6.5% | +28.4% | -34.9% | -9.8% |
| 6M | -5.6% | +26.5% | -32.1% | -8.9% |
| YTD | -1.5% | +47.0% | -48.6% | -8.4% |
| 1Y | -2.8% | +35.2% | -38.0% | -8.1% |
| All | +67.3% | +58.8% | +8.5% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling