-6.1%
RDW vs IWF
+73.7%
-79.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.6% |
| 7D | +0.9% | -0.9% | +1.8% | +2.4% |
| 30D | -21.3% | -1.7% | -19.5% | -18.9% |
| 3M | -37.9% | +0.7% | -38.5% | -37.3% |
| 6M | +12.3% | +8.6% | +3.7% | +3.3% |
| YTD | +39.7% | +3.5% | +36.2% | +40.9% |
| 1Y | +25.7% | +7.0% | +18.6% | +21.5% |
| 3Y | +230.8% | +76.3% | +154.5% | +69.0% |
| All | -6.1% | +73.7% | -79.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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