+188.3%
ITW vs RMD
+274.3%
-86.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.7% | -4.4% | +3.7% | +0.7% |
| 30D | -8.3% | -3.1% | -5.2% | -7.5% |
| 3M | +6.0% | +13.8% | -7.8% | +1.4% |
| 6M | 0.0% | -8.6% | +8.6% | +2.2% |
| YTD | +10.2% | -8.6% | +18.9% | +12.3% |
| 1Y | +3.2% | -19.7% | +22.9% | +9.5% |
| 3Y | +21.0% | +48.4% | -27.4% | +1.3% |
| 5Y | +37.9% | -22.7% | +60.6% | +42.3% |
| All | +188.3% | +274.3% | -86.0% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling