+1,115.8%
RSP vs IWD
+827.7%
+288.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -1.0% | -0.5% | -0.6% | -0.6% |
| 30D | +2.6% | +2.7% | -0.1% | -0.1% |
| 3M | -0.8% | +0.9% | -1.7% | -1.7% |
| 6M | +6.3% | +10.5% | -4.3% | -4.2% |
| YTD | +14.1% | +23.7% | -9.6% | -8.3% |
| 1Y | +18.0% | +28.7% | -10.7% | -9.0% |
| 3Y | +61.0% | +79.7% | -18.7% | -11.6% |
| 5Y | +45.6% | +69.7% | -24.1% | -14.8% |
| 10Y | +220.2% | +211.4% | +8.8% | +1.5% |
| All | +1,115.8% | +827.7% | +288.0% | +27.1% |
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 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