+354.4%
RMD vs IT
+88.7%
+265.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | +1.9% | -3.1% | +5.0% | +2.4% |
| 3M | +6.3% | +6.3% | 0.0% | +3.5% |
| 6M | +18.2% | +24.8% | -6.5% | +8.1% |
| YTD | +0.3% | -24.4% | +24.6% | +5.0% |
| 1Y | -4.3% | -17.1% | +12.8% | -2.8% |
| 3Y | +71.3% | -53.6% | +124.9% | +105.1% |
| 5Y | -1.8% | -42.5% | +40.7% | +6.5% |
| All | +354.4% | +88.7% | +265.7% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling