+73.2%
IWD vs RBA
+45.7%
+27.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | +1.7% | +0.5% | +1.9% |
| 30D | +3.6% | +8.3% | -4.8% | +1.9% |
| 3M | +2.2% | +10.5% | -8.4% | -0.1% |
| 6M | +13.0% | -5.9% | +18.8% | +13.5% |
| YTD | +26.5% | -6.9% | +33.4% | +26.9% |
| 1Y | +30.1% | -4.9% | +35.0% | +29.8% |
| 3Y | +84.9% | +64.5% | +20.4% | +64.5% |
| All | +73.2% | +45.7% | +27.5% | +60.2% |
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