+413.4%
IWF vs RMD
+274.3%
+139.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.9% | -4.4% | +3.5% | +0.5% |
| 30D | -1.7% | -3.1% | +1.4% | -0.8% |
| 3M | +0.7% | +13.8% | -13.1% | -4.2% |
| 6M | +8.6% | -8.6% | +17.1% | +10.7% |
| YTD | +3.5% | -8.6% | +12.2% | +5.3% |
| 1Y | +7.0% | -19.7% | +26.7% | +13.4% |
| 3Y | +76.3% | +48.4% | +28.0% | +44.7% |
| 5Y | +74.8% | -22.7% | +97.5% | +79.3% |
| All | +413.4% | +274.3% | +139.1% | +223.5% |
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