+444.4%
RSG vs IWD
+205.2%
+239.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | +13.5% | +3.6% | +9.9% | +10.7% |
| 3M | +16.3% | +2.7% | +13.6% | +14.1% |
| 6M | +26.9% | +13.2% | +13.7% | +16.3% |
| YTD | +19.1% | +26.8% | -7.7% | +0.5% |
| 1Y | +21.8% | +29.3% | -7.4% | +1.4% |
| 3Y | +63.5% | +85.1% | -21.6% | +3.9% |
| 5Y | +98.6% | +74.2% | +24.4% | +30.9% |
| 10Y | +444.4% | +204.6% | +239.8% | +130.6% |
| All | +444.4% | +205.2% | +239.2% | +130.6% |
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