+1,127.7%
RSP vs IWD
+825.0%
+302.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | -0.3% | +0.6% | -0.9% | -0.9% |
| 3M | +4.3% | +7.2% | -2.9% | -3.0% |
| 6M | +8.8% | +16.2% | -7.4% | -6.8% |
| YTD | +15.3% | +23.3% | -8.1% | -7.1% |
| 1Y | +18.3% | +29.6% | -11.3% | -9.4% |
| 3Y | +52.8% | +70.5% | -17.7% | -11.4% |
| 5Y | +51.7% | +73.5% | -21.8% | -13.2% |
| 10Y | +208.5% | +198.3% | +10.2% | +2.1% |
| All | +1,127.7% | +825.0% | +302.7% | +28.7% |
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