+215.6%
RSP vs IWD
+212.1%
+3.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +0.2% |
| 7D | +0.4% | +1.3% | -0.8% | -0.9% |
| 30D | +3.7% | +3.6% | +0.1% | 0.0% |
| 3M | +0.8% | +2.3% | -1.6% | -1.6% |
| 6M | +9.1% | +13.0% | -4.0% | -4.1% |
| YTD | +16.7% | +26.2% | -9.5% | -8.5% |
| 1Y | +19.7% | +30.5% | -10.8% | -9.4% |
| 3Y | +66.7% | +86.2% | -19.5% | -13.0% |
| 5Y | +48.7% | +72.9% | -24.2% | -15.8% |
| 10Y | +215.6% | +205.0% | +10.5% | +1.4% |
| All | +215.6% | +212.1% | +3.5% | +1.4% |
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 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