+166.9%
IWM vs RMD
+265.7%
-98.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +1.4% | -4.5% | +5.9% | +2.8% |
| 30D | -2.3% | +4.6% | -6.9% | -3.8% |
| 3M | +4.0% | +14.8% | -10.8% | -1.1% |
| 6M | +17.9% | -12.1% | +30.0% | +21.9% |
| YTD | +20.2% | -7.5% | +27.7% | +21.9% |
| 1Y | +25.0% | -20.1% | +45.0% | +32.8% |
| 3Y | +66.0% | +53.9% | +12.1% | +37.0% |
| 5Y | +40.0% | -22.2% | +62.3% | +43.2% |
| 10Y | +166.9% | +268.2% | -101.4% | +65.7% |
| All | +166.9% | +265.7% | -98.8% | +65.7% |
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