+267.1%
RTX vs IWD
+203.9%
+63.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.7% | +1.6% | -3.3% | -3.5% |
| 30D | +7.7% | +3.6% | +4.1% | +3.6% |
| 3M | -10.3% | +2.0% | -12.4% | -12.4% |
| 6M | +14.6% | +13.1% | +1.5% | 0.0% |
| YTD | +10.4% | +26.2% | -15.8% | -14.7% |
| 1Y | +13.5% | +29.6% | -16.0% | -14.8% |
| 3Y | +158.6% | +84.3% | +74.3% | +28.3% |
| 5Y | +147.3% | +73.4% | +73.8% | +30.2% |
| All | +267.1% | +203.9% | +63.2% | +13.6% |
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