+267.0%
RTX vs IWD
+207.5%
+59.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | -5.1% | -0.5% | -4.7% | -4.8% |
| 30D | +5.1% | +2.7% | +2.5% | +2.1% |
| 3M | -14.8% | +0.9% | -15.7% | -15.8% |
| 6M | +8.0% | +10.5% | -2.5% | -3.5% |
| YTD | +4.5% | +23.7% | -19.2% | -17.6% |
| 1Y | +9.8% | +28.7% | -18.9% | -17.1% |
| 3Y | +144.2% | +79.7% | +64.5% | +24.4% |
| 5Y | +131.4% | +69.7% | +61.7% | +24.7% |
| All | +267.0% | +207.5% | +59.5% | +11.1% |
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 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