+18.9%
IWM vs RDDT
-48.8%
+67.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +1.0% |
| 7D | +1.0% | -24.4% | +25.3% | +2.9% |
| 30D | +0.2% | -32.3% | +32.5% | +3.1% |
| 3M | -5.6% | -36.3% | +30.7% | -2.7% |
| 6M | +2.7% | -39.7% | +42.5% | +5.7% |
| YTD | +16.2% | -55.7% | +71.8% | +20.7% |
| 1Y | +18.9% | -45.7% | +64.7% | +18.1% |
| All | +18.9% | -48.8% | +67.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling