-16.9%
RMBS vs IWD
+28.5%
-45.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | +0.7% |
| 7D | +21.9% | +1.7% | +20.3% | +16.7% |
| 30D | -13.4% | +3.2% | -16.7% | -20.2% |
| 3M | -15.9% | +2.3% | -18.2% | -20.9% |
| 6M | -34.8% | +12.9% | -47.7% | -56.1% |
| YTD | -7.5% | +26.2% | -33.8% | -54.5% |
| 1Y | -16.9% | +28.3% | -45.1% | -60.2% |
| All | -16.9% | +28.5% | -45.4% | -60.2% |
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