+417.0%
RSG vs IWD
+201.1%
+215.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.8% | -2.3% | +0.5% | -0.2% |
| 30D | +2.8% | -1.8% | +4.6% | +4.0% |
| 3M | +4.3% | +8.0% | -3.7% | -1.2% |
| 6M | -0.5% | +17.0% | -17.5% | -11.0% |
| YTD | +5.2% | +21.3% | -16.0% | -8.3% |
| 1Y | -2.1% | +27.9% | -30.1% | -18.0% |
| 3Y | +56.5% | +70.1% | -13.6% | +5.7% |
| 5Y | +89.5% | +74.2% | +15.3% | +24.5% |
| All | +417.0% | +201.1% | +215.8% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling