+22.9%
ITW vs RMD
-1.9%
+24.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +1.0% |
| 7D | +6.3% | -3.9% | +10.2% | +7.1% |
| 30D | +11.1% | +7.9% | +3.2% | +8.9% |
| 3M | +0.1% | +8.1% | -8.0% | -2.1% |
| 6M | +18.1% | +15.5% | +2.6% | +13.4% |
| YTD | +21.4% | +0.7% | +20.7% | +18.2% |
| 1Y | +22.9% | -1.4% | +24.2% | +21.0% |
| All | +22.9% | -1.9% | +24.8% | +21.0% |
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