+230.8%
RDW vs IEF
+9.0%
+221.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.8% |
| 30D | -21.3% | -1.7% | -19.5% | -20.3% |
| 3M | -37.9% | -2.5% | -35.3% | -36.8% |
| 6M | +12.3% | -3.3% | +15.5% | +14.4% |
| YTD | +39.7% | -2.8% | +42.6% | +42.3% |
| 1Y | +25.7% | -2.7% | +28.4% | +28.0% |
| 3Y | +230.8% | +8.9% | +221.9% | +214.4% |
| All | +230.8% | +9.0% | +221.9% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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