+75.1%
IWF vs RVMD
+576.1%
-501.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -3.0% | +2.1% | -0.5% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +0.7% | +36.5% | -35.9% | -3.4% |
| 6M | +8.6% | +104.6% | -96.1% | -2.2% |
| YTD | +3.5% | +155.8% | -152.3% | -10.5% |
| 1Y | +7.0% | +340.7% | -333.6% | -14.7% |
| 3Y | +76.3% | +519.9% | -443.6% | +29.1% |
| All | +75.1% | +576.1% | -501.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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