-6.1%
RDW vs IVZ
+61.1%
-67.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.2% |
| 7D | +0.9% | -2.4% | +3.2% | +2.7% |
| 30D | -21.3% | +3.0% | -24.3% | -23.3% |
| 3M | -37.9% | +14.9% | -52.7% | -45.0% |
| 6M | +12.3% | +36.7% | -24.5% | -12.2% |
| YTD | +39.7% | +25.7% | +14.1% | +16.0% |
| 1Y | +25.7% | +47.7% | -22.0% | -7.6% |
| 3Y | +230.8% | +138.8% | +92.0% | +66.7% |
| All | -6.1% | +61.1% | -67.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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