+233.2%
RDW vs IP
+20.8%
+212.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.5% |
| 30D | -15.1% | +9.4% | -24.5% | -17.4% |
| 3M | -38.0% | -14.1% | -24.0% | -35.0% |
| 6M | -26.6% | +9.2% | -35.7% | -29.6% |
| YTD | +7.0% | -7.5% | +14.5% | +6.1% |
| 1Y | +31.8% | -2.8% | +34.6% | +27.6% |
| 3Y | +233.2% | +21.2% | +212.0% | +218.7% |
| All | +233.2% | +20.8% | +212.4% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling