-5.4%
RKT vs IWD
+72.9%
-78.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.4% |
| 7D | -9.0% | +2.3% | -11.2% | -12.5% |
| 30D | +30.2% | +3.6% | +26.6% | +22.6% |
| 3M | -8.8% | +2.2% | -11.0% | -11.9% |
| 6M | -0.9% | +13.0% | -13.9% | -18.9% |
| YTD | -29.2% | +26.5% | -55.7% | -51.4% |
| 1Y | -20.1% | +30.1% | -50.2% | -47.5% |
| 3Y | +81.3% | +84.9% | -3.5% | -34.9% |
| All | -5.4% | +72.9% | -78.3% | -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