+3,510.7%
RSG vs IWD
+745.7%
+2,765.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.0% | +1.6% | +0.4% | +0.8% |
| 30D | +14.2% | +3.6% | +10.6% | +11.3% |
| 3M | +15.8% | +2.0% | +13.7% | +14.0% |
| 6M | +24.6% | +13.1% | +11.5% | +14.1% |
| YTD | +18.2% | +26.2% | -7.9% | +0.1% |
| 1Y | +22.8% | +29.6% | -6.8% | +1.9% |
| 3Y | +62.4% | +84.3% | -22.0% | +4.4% |
| 5Y | +96.0% | +73.4% | +22.6% | +30.4% |
| 10Y | +448.5% | +202.4% | +246.1% | +143.5% |
| All | +3,510.7% | +745.7% | +2,765.1% | +694.4% |
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