+4,936.9%
RMD vs IWD
+726.5%
+4,210.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +17.8% | +7.2% | +10.6% | +11.8% |
| 6M | -11.3% | +16.2% | -27.5% | -21.0% |
| YTD | -4.4% | +23.3% | -27.8% | -18.6% |
| 1Y | -15.7% | +29.6% | -45.3% | -30.9% |
| 3Y | +47.7% | +70.5% | -22.7% | -1.8% |
| 5Y | -19.2% | +73.5% | -92.7% | -46.9% |
| 10Y | +280.4% | +198.3% | +82.1% | +65.8% |
| All | +4,936.9% | +726.5% | +4,210.4% | +868.9% |
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