+273.8%
RTX vs IWD
+212.1%
+61.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +1.4% |
| 7D | -3.2% | +1.3% | -4.4% | -4.6% |
| 30D | +5.6% | +3.6% | +2.0% | +1.5% |
| 3M | -11.7% | +2.3% | -14.0% | -14.0% |
| 6M | +12.3% | +13.0% | -0.7% | -2.0% |
| YTD | +8.2% | +26.2% | -18.0% | -16.4% |
| 1Y | +12.6% | +30.5% | -17.9% | -16.2% |
| 3Y | +152.8% | +86.2% | +66.6% | +23.9% |
| 5Y | +140.2% | +72.9% | +67.3% | +26.9% |
| 10Y | +273.8% | +205.0% | +68.7% | +11.8% |
| All | +273.8% | +212.1% | +61.7% | +11.8% |
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