+39.4%
RKT vs IWF
+77.2%
-37.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -2.4% | -1.4% | -1.0% | -1.2% |
| 3M | +1.9% | +0.4% | +1.4% | +2.1% |
| 6M | -13.9% | +8.5% | -22.3% | -18.0% |
| YTD | -30.6% | +3.7% | -34.3% | -31.9% |
| 1Y | -34.4% | +8.5% | -42.8% | -37.3% |
| All | +39.4% | +77.2% | -37.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling