-5.4%
RKT vs IWF
+55.4%
-60.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.1% |
| 7D | -9.0% | +2.8% | -11.8% | -11.4% |
| 30D | +30.2% | -7.5% | +37.7% | +39.2% |
| 3M | -8.8% | -8.5% | -0.4% | -1.5% |
| 6M | -0.9% | -7.4% | +6.5% | +6.3% |
| YTD | -29.2% | -2.6% | -26.5% | -27.5% |
| 1Y | -20.1% | -1.8% | -18.2% | -18.6% |
| 3Y | +81.3% | +65.5% | +15.9% | -1.5% |
| All | -5.4% | +55.4% | -60.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling