+32.1%
RDW vs IRE
-84.4%
+116.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.4% | -2.1% |
| 7D | -3.1% | +54.8% | -57.9% | -14.3% |
| 30D | -1.8% | +18.4% | -20.2% | -9.3% |
| 3M | -50.9% | -66.7% | +15.9% | -41.1% |
| 6M | +13.5% | -52.3% | +65.8% | +7.5% |
| YTD | +38.6% | -52.3% | +90.9% | +28.2% |
| All | +32.1% | -84.4% | +116.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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