-25.7%
RKT vs IWD
+139.8%
-165.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.9% |
| 7D | -1.0% | -1.2% | +0.2% | +0.9% |
| 30D | -2.4% | -1.6% | -0.8% | +0.3% |
| 3M | +1.9% | +7.0% | -5.1% | -7.6% |
| 6M | -13.9% | +17.0% | -30.8% | -30.9% |
| YTD | -30.6% | +21.6% | -52.3% | -47.2% |
| 1Y | -34.4% | +28.0% | -62.4% | -53.3% |
| 3Y | +38.2% | +70.6% | -32.4% | -34.7% |
| 5Y | -9.7% | +73.3% | -83.0% | -57.0% |
| All | -25.7% | +139.8% | -165.5% | -77.5% |
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 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