+721.2%
IWF vs RRX
+1,384.6%
-663.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | +0.5% | -0.7% | +1.3% | +0.8% |
| 30D | -1.4% | -8.0% | +6.6% | +1.4% |
| 3M | +0.4% | -25.1% | +25.5% | +9.3% |
| 6M | +8.5% | -18.3% | +26.7% | +12.9% |
| YTD | +3.7% | +14.2% | -10.5% | -5.4% |
| 1Y | +8.5% | +13.0% | -4.6% | -1.5% |
| 3Y | +78.5% | +4.2% | +74.3% | +57.6% |
| 5Y | +73.6% | +17.9% | +55.8% | +42.9% |
| 10Y | +421.3% | +220.4% | +200.8% | +176.8% |
| All | +721.2% | +1,384.6% | -663.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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