-22.2%
RKT vs IWF
+142.4%
-164.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | +0.5% | +1.6% | +1.6% |
| 30D | +1.4% | -0.4% | +1.8% | +2.0% |
| 3M | +6.3% | -2.6% | +8.9% | +9.6% |
| 6M | -15.5% | +9.1% | -24.6% | -21.7% |
| YTD | -27.4% | +4.5% | -31.9% | -29.8% |
| 1Y | -26.6% | +10.1% | -36.7% | -32.6% |
| 3Y | +41.2% | +77.6% | -36.4% | -26.4% |
| 5Y | -6.4% | +73.7% | -80.1% | -50.8% |
| All | -22.2% | +142.4% | -164.6% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling