+584.7%
RVMD vs IWD
+73.8%
+510.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.1% |
| 7D | -1.2% | -0.2% | -1.1% | -1.0% |
| 30D | +1.1% | -0.8% | +1.8% | +2.1% |
| 3M | +39.6% | +8.0% | +31.6% | +24.5% |
| 6M | +110.7% | +18.2% | +92.5% | +65.2% |
| YTD | +160.3% | +22.3% | +138.0% | +92.9% |
| 1Y | +404.9% | +28.9% | +376.0% | +246.8% |
| 3Y | +545.5% | +71.5% | +473.9% | +187.3% |
| 5Y | +584.7% | +73.6% | +511.1% | +217.6% |
| All | +584.7% | +73.8% | +510.8% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling