+1.2%
RDW vs IP
-0.4%
+1.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | -3.1% | -5.3% | +2.1% | -1.0% |
| 30D | -1.8% | -10.9% | +9.1% | +2.7% |
| 3M | -50.9% | +11.2% | -62.0% | -53.9% |
| 6M | +13.5% | -10.2% | +23.7% | +15.6% |
| YTD | +38.6% | -2.0% | +40.5% | +33.7% |
| 1Y | +28.3% | -19.1% | +47.4% | +35.0% |
| 3Y | +217.2% | +20.9% | +196.3% | +157.8% |
| 5Y | -14.0% | -17.8% | +3.8% | -22.6% |
| All | +1.2% | -0.4% | +1.6% | -11.6% |
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 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