+355.6%
RMD vs IWD
+203.0%
+152.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | +2.3% | -0.2% | 0.0% |
| 30D | +2.1% | +3.6% | -1.5% | -0.9% |
| 3M | +6.2% | +2.2% | +4.1% | +4.4% |
| 6M | +19.4% | +13.0% | +6.4% | +7.4% |
| YTD | +0.5% | +26.5% | -26.0% | -18.2% |
| 1Y | -3.9% | +30.1% | -34.1% | -23.7% |
| 3Y | +72.5% | +84.9% | -12.3% | +0.3% |
| 5Y | -1.5% | +73.4% | -74.9% | -39.2% |
| All | +355.6% | +203.0% | +152.6% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling