+109.7%
RMBS vs IWD
+726.5%
-616.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.2% |
| 7D | -0.3% | -0.3% | -0.1% | 0.0% |
| 30D | -12.2% | +0.6% | -12.8% | -13.0% |
| 3M | -49.5% | +7.2% | -56.8% | -53.8% |
| 6M | -7.1% | +16.2% | -23.4% | -22.4% |
| YTD | -7.0% | +23.3% | -30.3% | -27.3% |
| 1Y | +13.3% | +29.6% | -16.2% | -15.9% |
| 3Y | +49.2% | +70.5% | -21.2% | -17.8% |
| 5Y | +250.0% | +73.5% | +176.5% | +90.3% |
| 10Y | +495.1% | +198.3% | +296.8% | +64.1% |
| All | +109.7% | +726.5% | -616.8% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling