+3,589.0%
RSG vs IWD
+747.8%
+2,841.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +0.9% |
| 30D | +12.7% | +3.6% | +9.1% | +9.9% |
| 3M | +17.9% | +2.2% | +15.8% | +16.1% |
| 6M | +25.0% | +13.0% | +12.0% | +14.6% |
| YTD | +20.8% | +26.5% | -5.7% | +2.1% |
| 1Y | +24.3% | +30.1% | -5.9% | +2.9% |
| 3Y | +65.3% | +84.9% | -19.6% | +6.0% |
| 5Y | +99.1% | +73.4% | +25.7% | +32.4% |
| 10Y | +452.4% | +204.0% | +248.4% | +144.3% |
| All | +3,589.0% | +747.8% | +2,841.2% | +710.2% |
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