+89.4%
RSG vs IWD
+73.8%
+15.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | +3.3% | -0.8% | +4.1% | +3.7% |
| 3M | +8.5% | +8.0% | +0.4% | +4.1% |
| 6M | -3.5% | +18.2% | -21.7% | -12.0% |
| YTD | +5.5% | +22.3% | -16.8% | -5.7% |
| 1Y | -1.7% | +28.9% | -30.6% | -14.8% |
| 3Y | +56.9% | +71.5% | -14.6% | +13.6% |
| 5Y | +89.4% | +73.6% | +15.8% | +34.9% |
| All | +89.4% | +73.8% | +15.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling