+11.1%
RDW vs IP
+2.3%
+8.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.1% |
| 7D | -14.3% | +3.4% | -17.7% | -14.9% |
| 30D | -26.0% | +11.2% | -37.2% | -27.4% |
| 3M | -27.4% | -14.8% | -12.6% | -26.5% |
| 6M | -10.6% | +17.3% | -27.9% | -13.6% |
| YTD | +1.6% | -6.2% | +7.8% | -3.5% |
| 1Y | +11.1% | +2.3% | +8.7% | -3.4% |
| All | +11.1% | +2.3% | +8.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling