+72.1%
RMD vs IWD
+84.7%
-12.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -1.4% |
| 30D | +1.9% | +3.2% | -1.3% | -0.8% |
| 3M | +6.3% | +2.3% | +4.0% | +4.3% |
| 6M | +18.2% | +12.9% | +5.3% | +6.5% |
| YTD | +0.3% | +26.2% | -26.0% | -18.1% |
| 1Y | -4.3% | +28.3% | -32.5% | -22.8% |
| All | +72.1% | +84.7% | -12.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling