-16.7%
RKT vs IWD
+143.9%
-160.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +17.7% | -0.5% | +18.1% | +18.6% |
| 30D | +31.6% | +2.7% | +29.0% | +26.5% |
| 3M | +13.9% | +0.9% | +13.0% | +12.8% |
| 6M | +2.8% | +10.5% | -7.7% | -10.8% |
| YTD | -22.2% | +23.7% | -45.9% | -42.3% |
| 1Y | -3.5% | +28.7% | -32.3% | -32.1% |
| 3Y | +95.3% | +79.7% | +15.6% | -14.8% |
| 5Y | -0.4% | +69.7% | -70.1% | -52.5% |
| All | -16.7% | +143.9% | -160.6% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling