+52.6%
RMBS vs IWD
+73.3%
-20.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.9% |
| 7D | -0.3% | -0.3% | -0.1% | +0.2% |
| 30D | -12.2% | +0.6% | -12.8% | -13.8% |
| 3M | -49.5% | +7.2% | -56.8% | -57.4% |
| 6M | -7.1% | +16.2% | -23.4% | -34.0% |
| YTD | -7.0% | +23.3% | -30.3% | -41.2% |
| 1Y | +13.3% | +29.6% | -16.2% | -34.7% |
| All | +52.6% | +73.3% | -20.7% | -45.7% |
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