-6.1%
RDW vs IWD
+74.6%
-80.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -4.3% |
| 7D | +0.9% | -0.8% | +1.7% | +2.5% |
| 30D | -21.3% | -0.8% | -20.4% | -20.0% |
| 3M | -37.9% | +6.9% | -44.8% | -47.4% |
| 6M | +12.3% | +18.3% | -6.0% | -22.0% |
| YTD | +39.7% | +22.4% | +17.4% | -8.1% |
| 1Y | +25.7% | +27.4% | -1.7% | -23.1% |
| 3Y | +230.8% | +71.2% | +159.7% | +29.3% |
| All | -6.1% | +74.6% | -80.7% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling