-45.7%
RDDT vs IWF
-1.6%
-44.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.6% | +5.3% |
| 7D | -24.4% | -4.2% | -20.2% | -17.8% |
| 30D | -32.3% | -8.1% | -24.1% | -21.9% |
| 3M | -36.3% | -5.1% | -31.2% | -30.0% |
| 6M | -39.7% | -1.4% | -38.3% | -37.6% |
| YTD | -55.7% | -0.1% | -55.6% | -54.8% |
| 1Y | -45.7% | -1.3% | -44.5% | -42.5% |
| All | -45.7% | -1.6% | -44.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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