+169.3%
IWF vs RVMD
+634.9%
-465.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | -1.3% | +1.1% | -2.3% | -1.5% |
| 3M | +0.1% | +39.6% | -39.5% | -4.2% |
| 6M | +10.3% | +110.7% | -100.4% | -1.2% |
| YTD | +4.2% | +160.3% | -156.1% | -10.2% |
| 1Y | +9.3% | +404.9% | -395.6% | -14.4% |
| 3Y | +79.3% | +545.5% | -466.1% | +30.8% |
| 5Y | +73.8% | +584.7% | -510.9% | +17.7% |
| All | +169.3% | +634.9% | -465.6% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling