+212.8%
RSP vs IWF
+414.9%
-202.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -0.4% | +1.5% | -1.9% | -1.4% |
| 30D | -1.5% | -1.3% | -0.3% | -0.7% |
| 3M | +4.8% | +0.1% | +4.7% | +4.2% |
| 6M | +10.3% | +10.3% | 0.0% | +2.0% |
| YTD | +14.1% | +4.2% | +9.9% | +9.9% |
| 1Y | +17.0% | +9.3% | +7.7% | +8.5% |
| 3Y | +54.2% | +79.3% | -25.2% | -4.0% |
| 5Y | +51.5% | +73.8% | -22.3% | -4.9% |
| All | +212.8% | +414.9% | -202.1% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling