+2.0%
RDW vs IBB
+29.9%
-27.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.5% |
| 7D | +0.9% | -4.2% | +5.1% | +5.7% |
| 30D | -21.3% | +1.1% | -22.4% | -23.2% |
| 3M | -37.9% | +19.0% | -56.9% | -50.1% |
| 6M | +12.3% | +18.9% | -6.6% | -8.8% |
| YTD | +39.7% | +20.3% | +19.4% | +12.3% |
| 1Y | +25.7% | +41.5% | -15.8% | -15.7% |
| 3Y | +230.8% | +60.3% | +170.6% | +99.4% |
| 5Y | -8.8% | +18.7% | -27.5% | -37.2% |
| All | +2.0% | +29.9% | -27.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling