+1,142.9%
RSP vs IWF
+1,422.3%
-279.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.7% |
| 7D | +0.7% | -2.9% | +3.7% | +3.2% |
| 30D | +3.7% | -10.9% | +14.5% | +14.3% |
| 3M | +0.7% | -8.1% | +8.8% | +7.8% |
| 6M | +9.0% | -7.5% | +16.6% | +15.3% |
| YTD | +16.7% | -3.4% | +20.1% | +18.0% |
| 1Y | +19.0% | -5.0% | +24.0% | +22.0% |
| 3Y | +64.7% | +64.0% | +0.7% | -2.1% |
| 5Y | +49.6% | +56.8% | -7.2% | -9.7% |
| 10Y | +213.2% | +381.2% | -168.0% | -44.4% |
| All | +1,142.9% | +1,422.3% | -279.4% | -34.5% |
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