-27.0%
RMBS vs IWD
+29.9%
-56.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.4% | +1.6% | -10.0% | -11.6% |
| 30D | -24.9% | +3.6% | -28.4% | -31.4% |
| 3M | -15.8% | +2.0% | -17.8% | -20.2% |
| 6M | -37.5% | +13.1% | -50.6% | -57.8% |
| YTD | -12.1% | +26.2% | -38.3% | -55.8% |
| 1Y | -27.0% | +29.6% | -56.5% | -64.9% |
| All | -27.0% | +29.9% | -56.9% | -64.9% |
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