+55.4%
IOT vs RMD
-11.1%
+66.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.5% | -4.4% | -0.1% | -2.5% |
| 30D | -2.4% | -3.1% | +0.7% | -1.1% |
| 3M | +19.0% | +13.8% | +5.2% | +11.2% |
| 6M | +19.6% | -8.6% | +28.2% | +23.6% |
| YTD | +8.3% | -8.6% | +16.9% | +11.2% |
| 1Y | -0.8% | -19.7% | +18.9% | +9.1% |
| 3Y | +24.4% | +48.4% | -24.0% | -12.8% |
| All | +55.4% | -11.1% | +66.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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