+2.0%
RDW vs IJR
+54.9%
-52.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -3.1% |
| 7D | +0.9% | -2.2% | +3.0% | +4.3% |
| 30D | -21.3% | -4.6% | -16.7% | -15.1% |
| 3M | -37.9% | +0.2% | -38.1% | -37.9% |
| 6M | +12.3% | +14.7% | -2.5% | -6.4% |
| YTD | +39.7% | +18.9% | +20.9% | +11.8% |
| 1Y | +25.7% | +19.9% | +5.7% | +0.4% |
| 3Y | +230.8% | +53.0% | +177.8% | +108.5% |
| 5Y | -8.8% | +40.9% | -49.6% | -36.1% |
| All | +2.0% | +54.9% | -52.9% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling