-16.0%
RKT vs IWD
+148.8%
-164.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -2.2% |
| 7D | +10.3% | +1.3% | +9.1% | +8.3% |
| 30D | +32.3% | +3.6% | +28.7% | +25.4% |
| 3M | +10.7% | +2.3% | +8.4% | +7.1% |
| 6M | -3.2% | +13.0% | -16.2% | -19.0% |
| YTD | -21.5% | +26.2% | -47.7% | -43.5% |
| 1Y | -6.0% | +30.5% | -36.5% | -35.2% |
| 3Y | +104.2% | +86.2% | +18.0% | -15.6% |
| 5Y | +2.5% | +72.9% | -70.4% | -52.5% |
| All | -16.0% | +148.8% | -164.8% | -75.9% |
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