+56.3%
RMD vs IWD
+73.3%
-17.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | +2.2% | +0.6% | +1.6% | +1.7% |
| 3M | +17.8% | +7.2% | +10.6% | +10.9% |
| 6M | -11.3% | +16.2% | -27.5% | -22.4% |
| YTD | -4.4% | +23.3% | -27.8% | -20.7% |
| 1Y | -15.7% | +29.6% | -45.3% | -33.0% |
| All | +56.3% | +73.3% | -17.0% | -9.3% |
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