-16.7%
RDW vs IP
-21.5%
+4.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.1% | +0.4% | -2.6% |
| 7D | +3.6% | -4.6% | +8.2% | +5.6% |
| 30D | -18.4% | -15.3% | -3.2% | -12.7% |
| 3M | -32.1% | +2.7% | -34.7% | -34.2% |
| 6M | +10.9% | -7.4% | +18.3% | +10.7% |
| YTD | +40.8% | -8.8% | +49.6% | +39.6% |
| 1Y | +31.1% | -22.4% | +53.6% | +40.3% |
| 3Y | +245.2% | +14.2% | +230.9% | +177.2% |
| 5Y | -16.7% | -21.8% | +5.1% | -26.1% |
| All | -16.7% | -21.5% | +4.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling