-17.4%
RMBS vs IWD
+33.0%
-50.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -12.7% |
| 7D | -8.9% | +2.5% | -11.5% | -15.2% |
| 30D | -24.8% | +6.0% | -30.8% | -36.4% |
| 3M | -17.6% | +3.8% | -21.3% | -26.4% |
| 6M | -25.7% | +16.3% | -42.0% | -54.7% |
| YTD | -9.8% | +27.5% | -37.3% | -57.0% |
| 1Y | -17.4% | +32.8% | -50.2% | -64.4% |
| All | -17.4% | +33.0% | -50.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling