+49.6%
RSP vs IWD
+73.2%
-23.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +1.6% | -0.8% | -0.9% |
| 30D | +3.7% | +3.6% | +0.1% | -0.2% |
| 3M | +0.7% | +2.0% | -1.4% | -1.5% |
| 6M | +9.0% | +13.1% | -4.0% | -4.5% |
| YTD | +16.7% | +26.2% | -9.5% | -9.2% |
| 1Y | +19.0% | +29.6% | -10.6% | -10.1% |
| 3Y | +64.7% | +84.3% | -19.6% | -15.3% |
| 5Y | +49.6% | +73.4% | -23.8% | -17.1% |
| All | +49.6% | +73.2% | -23.6% | -17.1% |
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