+268.2%
RMD vs IWD
+195.2%
+73.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.3% |
| 30D | +4.6% | -0.8% | +5.4% | +5.4% |
| 3M | +14.8% | +8.0% | +6.7% | +7.4% |
| 6M | -12.1% | +18.2% | -30.3% | -24.0% |
| YTD | -7.5% | +22.3% | -29.8% | -22.4% |
| 1Y | -20.1% | +28.9% | -48.9% | -36.0% |
| 3Y | +53.9% | +71.5% | -17.7% | -4.4% |
| 5Y | -22.2% | +73.6% | -95.8% | -52.0% |
| 10Y | +268.2% | +194.7% | +73.5% | +37.9% |
| All | +268.2% | +195.2% | +73.1% | +37.9% |
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