+269.0%
RTX vs IWD
+205.2%
+63.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | 0.0% |
| 7D | +1.4% | -0.6% | +2.0% | +2.1% |
| 30D | +7.8% | +3.6% | +4.2% | +3.7% |
| 3M | -9.8% | +2.7% | -12.4% | -12.4% |
| 6M | +13.5% | +13.2% | +0.3% | -1.1% |
| YTD | +10.9% | +26.8% | -15.8% | -14.7% |
| 1Y | +14.0% | +29.3% | -15.3% | -14.3% |
| 3Y | +159.9% | +85.1% | +74.8% | +28.3% |
| 5Y | +151.7% | +74.2% | +77.5% | +31.9% |
| 10Y | +269.0% | +204.6% | +64.4% | +13.6% |
| All | +269.0% | +205.2% | +63.7% | +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