-9.7%
RKT vs IWF
+71.2%
-80.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.8% |
| 7D | -7.2% | -1.7% | -5.5% | -5.6% |
| 30D | -7.9% | -1.8% | -6.0% | -5.9% |
| 3M | +5.2% | +1.5% | +3.7% | +4.1% |
| 6M | -14.9% | +7.7% | -22.6% | -20.1% |
| YTD | -31.9% | +2.7% | -34.6% | -32.9% |
| 1Y | -36.9% | +6.8% | -43.6% | -40.2% |
| 3Y | +35.7% | +76.9% | -41.1% | -29.8% |
| 5Y | -9.7% | +73.4% | -83.1% | -54.4% |
| All | -9.7% | +71.2% | -80.8% | -54.4% |
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