+36.4%
RDW vs IRE
-85.3%
+121.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +3.6% |
| 7D | +4.8% | +7.9% | -3.1% | +2.4% |
| 30D | -19.5% | +9.3% | -28.8% | -24.1% |
| 3M | -26.9% | -52.3% | +25.4% | -20.6% |
| 6M | +17.8% | -38.5% | +56.2% | +3.5% |
| YTD | +43.0% | -54.8% | +97.9% | +34.0% |
| All | +36.4% | -85.3% | +121.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling