+25.7%
RDW vs IWD
+28.9%
-3.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -5.4% |
| 7D | +0.9% | -0.8% | +1.7% | +3.4% |
| 30D | -21.3% | -0.8% | -20.4% | -19.4% |
| 3M | -37.9% | +6.9% | -44.8% | -53.5% |
| 6M | +12.3% | +18.3% | -6.0% | -41.4% |
| YTD | +39.7% | +22.4% | +17.4% | -35.0% |
| 1Y | +25.7% | +27.4% | -1.7% | -47.5% |
| All | +25.7% | +28.9% | -3.3% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling