+2.0%
RDW vs IVZ
+106.9%
-104.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.1% |
| 7D | +0.9% | -2.4% | +3.2% | +2.5% |
| 30D | -21.3% | +3.0% | -24.3% | -23.1% |
| 3M | -37.9% | +14.9% | -52.7% | -44.2% |
| 6M | +12.3% | +36.7% | -24.5% | -9.7% |
| YTD | +39.7% | +25.7% | +14.1% | +18.7% |
| 1Y | +25.7% | +47.7% | -22.0% | -4.1% |
| 3Y | +230.8% | +138.8% | +92.0% | +83.5% |
| 5Y | -8.8% | +62.1% | -70.9% | -43.4% |
| All | +2.0% | +106.9% | -104.9% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling