-22.2%
RKT vs IWD
+143.2%
-165.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.1% |
| 7D | +2.1% | -0.3% | +2.4% | +2.6% |
| 30D | +1.4% | +0.6% | +0.9% | +0.7% |
| 3M | +6.3% | +7.2% | -1.0% | -3.9% |
| 6M | -15.5% | +16.2% | -31.7% | -31.6% |
| YTD | -27.4% | +23.3% | -50.7% | -45.9% |
| 1Y | -26.6% | +29.6% | -56.1% | -48.8% |
| 3Y | +41.2% | +70.5% | -29.2% | -33.3% |
| 5Y | -6.4% | +73.5% | -79.9% | -56.0% |
| All | -22.2% | +143.2% | -165.4% | -76.9% |
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 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