+98.1%
RMBS vs IWD
+745.6%
-647.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +5.8% |
| 7D | -3.9% | +1.3% | -5.1% | -5.1% |
| 30D | -24.9% | +3.6% | -28.4% | -28.0% |
| 3M | -20.5% | +2.3% | -22.8% | -22.7% |
| 6M | -37.5% | +13.0% | -50.6% | -46.2% |
| YTD | -12.1% | +26.2% | -38.3% | -33.1% |
| 1Y | -25.0% | +30.5% | -55.5% | -45.1% |
| 3Y | +36.1% | +86.2% | -50.1% | -32.6% |
| 5Y | +236.1% | +72.9% | +163.3% | +84.2% |
| 10Y | +541.3% | +205.0% | +336.3% | +72.5% |
| All | +98.1% | +745.6% | -647.4% | -82.7% |
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 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