+196.2%
RDDT vs IWD
+50.6%
+145.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.0% |
| 7D | +3.3% | -0.2% | +3.4% | +3.6% |
| 30D | -7.6% | -0.8% | -6.8% | -6.4% |
| 3M | -12.7% | +8.0% | -20.7% | -22.6% |
| 6M | +7.2% | +18.2% | -11.0% | -17.9% |
| YTD | -35.0% | +22.3% | -57.3% | -53.2% |
| 1Y | -35.0% | +28.9% | -63.9% | -56.9% |
| All | +196.2% | +50.6% | +145.6% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling