+267.0%
RTX vs IWD
+202.4%
+64.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.0% |
| 7D | +3.4% | +1.7% | +1.7% | +1.6% |
| 30D | +8.4% | +3.2% | +5.2% | +4.6% |
| 3M | -10.7% | +2.3% | -13.0% | -13.0% |
| 6M | +11.7% | +12.9% | -1.2% | -2.4% |
| YTD | +9.3% | +26.2% | -16.9% | -15.6% |
| 1Y | +13.3% | +28.3% | -15.0% | -14.1% |
| 3Y | +156.1% | +84.4% | +71.7% | +27.0% |
| 5Y | +148.5% | +73.0% | +75.6% | +31.3% |
| All | +267.0% | +202.4% | +64.6% | +12.5% |
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