+5.7%
IYR vs RMD
-22.9%
+28.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.9% | -4.7% | +3.8% | +0.2% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | -2.0% | +12.0% | -14.0% | -5.1% |
| 6M | +2.5% | -12.5% | +15.0% | +5.3% |
| YTD | +8.3% | -7.9% | +16.2% | +9.7% |
| 1Y | +6.5% | -20.4% | +26.8% | +11.7% |
| 3Y | +29.3% | +53.1% | -23.8% | +9.9% |
| 5Y | +5.7% | -22.1% | +27.8% | +5.8% |
| All | +5.7% | -22.9% | +28.6% | +5.8% |
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