+33.2%
RDW vs IRE
-85.1%
+118.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -4.5% | +5.4% | +1.9% |
| 30D | -21.3% | -7.8% | -13.4% | -21.8% |
| 3M | -37.9% | -60.0% | +22.1% | -29.1% |
| 6M | +12.3% | -48.3% | +60.5% | +4.8% |
| YTD | +39.7% | -54.5% | +94.2% | +30.6% |
| All | +33.2% | -85.1% | +118.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling