+5,090.3%
RMD vs IWD
+728.9%
+4,361.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.7% |
| 30D | +4.1% | +2.7% | +1.5% | +2.2% |
| 3M | +5.7% | +0.9% | +4.8% | +5.1% |
| 6M | +12.9% | +10.5% | +2.4% | +4.7% |
| YTD | -1.5% | +23.7% | -25.2% | -16.2% |
| 1Y | -4.8% | +28.7% | -33.5% | -21.4% |
| 3Y | +57.5% | +79.7% | -22.2% | +0.6% |
| 5Y | -5.5% | +69.7% | -75.2% | -36.7% |
| 10Y | +357.8% | +211.4% | +146.4% | +93.6% |
| All | +5,090.3% | +728.9% | +4,361.3% | +897.2% |
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 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