-45.7%
RDDT vs IWD
+33.0%
-78.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +1.5% |
| 7D | -24.4% | +2.5% | -26.9% | -27.0% |
| 30D | -32.3% | +6.0% | -38.2% | -37.8% |
| 3M | -36.3% | +3.8% | -40.1% | -39.5% |
| 6M | -39.7% | +16.3% | -56.1% | -51.3% |
| YTD | -55.7% | +27.5% | -83.1% | -70.2% |
| 1Y | -45.7% | +32.8% | -78.5% | -68.2% |
| All | -45.7% | +33.0% | -78.8% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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