-6.1%
RDW vs IJR
+39.9%
-46.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -3.2% |
| 7D | +0.9% | -2.2% | +3.0% | +4.7% |
| 30D | -21.3% | -4.6% | -16.7% | -14.4% |
| 3M | -37.9% | +0.2% | -38.1% | -38.0% |
| 6M | +12.3% | +14.7% | -2.5% | -8.7% |
| YTD | +39.7% | +18.9% | +20.9% | +8.4% |
| 1Y | +25.7% | +19.9% | +5.7% | -2.8% |
| 3Y | +230.8% | +53.0% | +177.8% | +90.7% |
| All | -6.1% | +39.9% | -46.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling