+18.6%
RMBS vs IWD
+28.8%
-10.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +4.2% |
| 7D | +3.0% | -0.2% | +3.1% | +3.2% |
| 30D | -14.4% | -0.8% | -13.6% | -13.0% |
| 3M | -42.8% | +8.0% | -50.9% | -57.5% |
| 6M | -1.4% | +18.2% | -19.6% | -44.8% |
| YTD | -5.4% | +22.3% | -27.8% | -51.8% |
| 1Y | +18.6% | +28.9% | -10.3% | -50.2% |
| All | +18.6% | +28.8% | -10.2% | -50.2% |
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