+546.0%
RMBS vs IWD
+195.2%
+350.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.7% |
| 7D | +3.0% | -0.2% | +3.1% | +3.1% |
| 30D | -14.4% | -0.8% | -13.6% | -13.7% |
| 3M | -42.8% | +8.0% | -50.9% | -48.6% |
| 6M | -1.4% | +18.2% | -19.6% | -19.8% |
| YTD | -5.4% | +22.3% | -27.8% | -25.8% |
| 1Y | +18.6% | +28.9% | -10.3% | -12.0% |
| 3Y | +57.3% | +71.5% | -14.3% | -13.0% |
| 5Y | +265.7% | +73.6% | +192.1% | +101.8% |
| 10Y | +546.0% | +194.7% | +351.3% | +99.4% |
| All | +546.0% | +195.2% | +350.9% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling