+34.5%
RDW vs IP
-7.8%
+42.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | +29.7% | -0.9% | +30.6% | +30.1% |
| 30D | -12.3% | +6.7% | -19.0% | -13.0% |
| 3M | -40.5% | -16.6% | -23.9% | -39.2% |
| 6M | -30.5% | +6.0% | -36.5% | -31.7% |
| YTD | +5.7% | -10.7% | +16.3% | +2.3% |
| 1Y | +34.5% | -6.7% | +41.2% | +27.6% |
| All | +34.5% | -7.8% | +42.3% | +27.6% |
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