+212.8%
RDDT vs IWF
+44.9%
+167.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.2% |
| 7D | +2.1% | -0.9% | +3.1% | +3.7% |
| 30D | +2.8% | -1.7% | +4.5% | +5.8% |
| 3M | -8.9% | +0.7% | -9.6% | -10.0% |
| 6M | +15.1% | +8.6% | +6.5% | +0.2% |
| YTD | -31.4% | +3.5% | -34.9% | -35.2% |
| 1Y | -39.4% | +7.0% | -46.5% | -45.6% |
| All | +212.8% | +44.9% | +167.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling