-19.3%
RDW vs IP
-7.3%
-12.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.7% | +3.9% |
| 7D | +8.8% | -2.8% | +11.6% | +10.6% |
| 30D | -8.9% | +9.2% | -18.1% | -12.0% |
| 3M | -37.8% | -16.1% | -21.7% | -33.2% |
| 6M | -30.9% | +9.6% | -40.5% | -34.7% |
| YTD | +10.5% | -8.8% | +19.3% | +10.1% |
| 1Y | +37.0% | -5.5% | +42.5% | +33.7% |
| 3Y | +244.3% | +19.6% | +224.6% | +178.3% |
| 5Y | -22.8% | -13.5% | -9.3% | -29.4% |
| All | -19.3% | -7.3% | -12.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling