+74.9%
IWD vs RBA
+45.3%
+29.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -0.3% | -2.9% | +2.7% | +0.3% |
| 30D | +0.6% | -12.3% | +12.9% | +3.1% |
| 3M | +7.2% | -20.5% | +27.7% | +11.7% |
| 6M | +16.2% | -18.5% | +34.8% | +20.2% |
| YTD | +23.3% | -18.2% | +41.6% | +27.1% |
| 1Y | +29.6% | -27.5% | +57.1% | +36.8% |
| 3Y | +70.5% | +38.1% | +32.4% | +57.3% |
| All | +74.9% | +45.3% | +29.7% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling