+167.1%
RTX vs IWF
+73.3%
+93.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | -10.6% | -1.3% | -9.3% | -10.2% |
| 3M | +11.6% | +0.1% | +11.5% | +11.3% |
| 6M | -4.5% | +10.3% | -14.8% | -8.3% |
| YTD | +9.6% | +4.2% | +5.4% | +7.4% |
| 1Y | +30.8% | +9.3% | +21.5% | +25.9% |
| 3Y | +152.8% | +79.3% | +73.5% | +97.0% |
| 5Y | +167.1% | +73.8% | +93.3% | +106.9% |
| All | +167.1% | +73.3% | +93.8% | +106.9% |
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 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