+12.3%
RDW vs IRE
-41.5%
+53.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -4.5% | +5.4% | +1.8% |
| 30D | -21.3% | -7.8% | -13.4% | -21.6% |
| 3M | -37.9% | -60.0% | +22.1% | -29.3% |
| 6M | +12.3% | -48.3% | +60.5% | +12.4% |
| All | +12.3% | -41.5% | +53.7% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling