-87.3%
RIVN vs IWD
+73.3%
-160.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.6% |
| 7D | -3.7% | +1.7% | -5.4% | -6.9% |
| 30D | -4.3% | +3.2% | -7.5% | -10.2% |
| 3M | -19.6% | +2.3% | -21.9% | -23.3% |
| 6M | -8.2% | +12.9% | -21.2% | -28.1% |
| YTD | -35.1% | +26.2% | -61.3% | -59.3% |
| 1Y | -26.9% | +28.3% | -55.2% | -55.7% |
| 3Y | -16.9% | +84.4% | -101.3% | -77.2% |
| 5Y | -90.2% | +73.0% | -163.1% | -96.4% |
| All | -87.3% | +73.3% | -160.5% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling