+348.7%
RMD vs IWD
+212.1%
+136.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.6% |
| 7D | +1.2% | +1.3% | -0.1% | +0.1% |
| 30D | +2.5% | +3.6% | -1.1% | -0.5% |
| 3M | +11.5% | +2.3% | +9.2% | +9.4% |
| 6M | +14.7% | +13.0% | +1.6% | +3.1% |
| YTD | -1.3% | +26.2% | -27.5% | -19.5% |
| 1Y | -5.3% | +30.5% | -35.7% | -24.9% |
| 3Y | +68.8% | +86.2% | -17.5% | -2.5% |
| 5Y | -5.9% | +72.9% | -78.8% | -41.8% |
| 10Y | +348.7% | +205.0% | +143.6% | +72.7% |
| All | +348.7% | +212.1% | +136.6% | +72.7% |
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 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