-5.7%
RMD vs IT
-43.9%
+38.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +3.1% | -7.5% | +10.6% | +5.1% |
| 30D | +1.8% | -1.2% | +2.9% | +1.7% |
| 3M | +6.7% | -2.2% | +8.9% | +6.4% |
| 6M | +13.9% | +19.1% | -5.2% | +6.7% |
| YTD | -2.0% | -25.1% | +23.1% | +3.2% |
| 1Y | -5.4% | -17.4% | +12.0% | -3.5% |
| 3Y | +67.4% | -54.1% | +121.5% | +102.8% |
| 5Y | -5.7% | -42.7% | +36.9% | +1.4% |
| All | -5.7% | -43.9% | +38.2% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling