-5.6%
IWF vs RRC
+25.5%
-31.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +5.3% | +2.5% | +2.8% | +5.4% |
| 30D | -8.6% | +21.1% | -29.7% | -6.6% |
| 3M | -6.5% | +28.4% | -34.9% | -3.7% |
| 6M | -5.6% | +26.5% | -32.1% | -1.9% |
| All | -5.6% | +25.5% | -31.2% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling