+39.0%
RDW vs IP
-5.8%
+44.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.0% |
| 7D | +7.2% | -0.3% | +7.5% | +7.3% |
| 30D | -10.3% | +7.9% | -18.3% | -11.2% |
| 3M | -41.4% | -15.3% | -26.1% | -40.5% |
| 6M | -32.5% | +10.5% | -43.1% | -33.9% |
| YTD | +1.7% | -9.4% | +11.1% | -1.4% |
| 1Y | +39.0% | -4.6% | +43.7% | +31.7% |
| All | +39.0% | -5.8% | +44.9% | +31.7% |
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