+4.2%
ITW vs RMD
-14.6%
+18.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.6% | -5.0% | +1.4% | -2.3% |
| 30D | -9.1% | +2.2% | -11.4% | -9.7% |
| 3M | +8.2% | +17.8% | -9.6% | +3.0% |
| 6M | -4.8% | -11.3% | +6.6% | -0.8% |
| YTD | +11.0% | -4.4% | +15.5% | +10.7% |
| 1Y | +4.2% | -15.7% | +20.0% | +8.8% |
| All | +4.2% | -14.6% | +18.9% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling