+40.0%
IWM vs RMD
-21.0%
+61.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +1.4% | -4.5% | +5.9% | +2.7% |
| 30D | -2.3% | +4.6% | -6.9% | -3.7% |
| 3M | +4.0% | +14.8% | -10.8% | -0.7% |
| 6M | +17.9% | -12.1% | +30.0% | +21.8% |
| YTD | +20.2% | -7.5% | +27.7% | +22.0% |
| 1Y | +25.0% | -20.1% | +45.0% | +32.5% |
| 3Y | +66.0% | +53.9% | +12.1% | +37.0% |
| 5Y | +40.0% | -22.2% | +62.3% | +35.1% |
| All | +40.0% | -21.0% | +61.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling