+5,169.4%
RMD vs IWD
+745.9%
+4,423.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -1.5% |
| 30D | +1.6% | +3.2% | -1.6% | -0.7% |
| 3M | +6.0% | +2.3% | +3.7% | +4.3% |
| 6M | +17.9% | +12.9% | +5.0% | +7.5% |
| YTD | 0.0% | +26.2% | -26.2% | -16.3% |
| 1Y | -4.5% | +28.3% | -32.8% | -21.0% |
| 3Y | +70.8% | +84.4% | -13.6% | +6.9% |
| 5Y | -2.0% | +73.0% | -75.0% | -35.3% |
| 10Y | +343.4% | +203.3% | +140.0% | +90.9% |
| All | +5,169.4% | +745.9% | +4,423.5% | +896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling