+45.1%
IWM vs RDW
0.0%
+45.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.4% | -0.9% |
| 7D | -1.1% | +3.6% | -4.7% | -1.5% |
| 30D | -3.1% | -18.4% | +15.3% | -1.1% |
| 3M | +2.2% | -32.1% | +34.3% | +5.3% |
| 6M | +15.1% | +10.9% | +4.2% | +9.9% |
| YTD | +18.6% | +40.8% | -22.2% | +8.2% |
| 1Y | +24.0% | +31.1% | -7.1% | +12.4% |
| 3Y | +63.7% | +245.2% | -181.4% | +19.2% |
| 5Y | +38.2% | -16.7% | +54.9% | +6.5% |
| All | +45.1% | 0.0% | +45.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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