-36.9%
RKT vs IWF
+6.4%
-43.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.5% |
| 7D | -7.2% | -1.7% | -5.5% | -5.1% |
| 30D | -7.9% | -1.8% | -6.0% | -5.3% |
| 3M | +5.2% | +1.5% | +3.7% | +4.1% |
| 6M | -14.9% | +7.7% | -22.6% | -21.3% |
| YTD | -31.9% | +2.7% | -34.6% | -33.8% |
| 1Y | -36.9% | +6.8% | -43.6% | -40.2% |
| All | -36.9% | +6.4% | -43.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling