+205.1%
IWD vs RBA
+224.6%
-19.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -0.5% | +4.3% | -4.7% | -1.5% |
| 30D | +2.7% | +16.3% | -13.7% | -1.3% |
| 3M | +0.9% | +1.3% | -0.4% | +0.2% |
| 6M | +10.5% | -11.1% | +21.6% | +12.8% |
| YTD | +23.7% | -8.5% | +32.2% | +24.7% |
| 1Y | +28.7% | -2.1% | +30.9% | +27.4% |
| 3Y | +79.7% | +44.6% | +35.1% | +58.6% |
| 5Y | +69.7% | +36.8% | +32.9% | +48.8% |
| All | +205.1% | +224.6% | -19.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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