+11.1%
RDW vs IRE
-97.6%
+108.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.2% | +18.3% | +1.3% |
| 7D | -14.3% | -46.8% | +32.5% | -0.9% |
| 30D | -26.0% | -75.5% | +49.5% | +2.5% |
| 3M | -27.4% | -79.4% | +52.0% | +0.2% |
| 6M | -10.6% | -91.3% | +80.6% | +35.9% |
| YTD | +1.6% | -90.8% | +92.4% | +34.0% |
| 1Y | +11.1% | -97.7% | +108.8% | +77.5% |
| All | +11.1% | -97.6% | +108.6% | +77.5% |
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