+208.0%
RDDT vs IWF
+43.7%
+164.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +7.7% |
| 7D | -0.4% | -1.7% | +1.3% | +2.5% |
| 30D | -0.5% | -1.8% | +1.3% | +2.5% |
| 3M | -9.8% | +1.5% | -11.2% | -12.2% |
| 6M | +15.8% | +7.7% | +8.1% | +2.2% |
| YTD | -32.4% | +2.7% | -35.1% | -35.3% |
| 1Y | -40.0% | +6.8% | -46.8% | -45.9% |
| All | +208.0% | +43.7% | +164.2% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling