+36.1%
RMBS vs IWD
+84.1%
-48.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +3.6% |
| 7D | -3.9% | +1.3% | -5.1% | -6.3% |
| 30D | -24.9% | +3.6% | -28.4% | -30.6% |
| 3M | -20.5% | +2.3% | -22.8% | -24.8% |
| 6M | -37.5% | +13.0% | -50.6% | -53.3% |
| YTD | -12.1% | +26.2% | -38.3% | -47.8% |
| 1Y | -25.0% | +30.5% | -55.5% | -58.5% |
| 3Y | +36.1% | +86.2% | -50.1% | -65.7% |
| All | +36.1% | +84.1% | -48.0% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling