+437.2%
RVMD vs IWD
+73.1%
+364.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.8% |
| 7D | -0.7% | +1.7% | -2.4% | -3.1% |
| 30D | -6.4% | +3.2% | -9.6% | -10.4% |
| 3M | -14.1% | +2.3% | -16.4% | -16.8% |
| 6M | +21.0% | +12.9% | +8.1% | +1.3% |
| YTD | +121.4% | +26.2% | +95.2% | +56.7% |
| 1Y | +167.9% | +28.3% | +139.6% | +85.1% |
| 3Y | +794.7% | +84.4% | +710.3% | +250.8% |
| 5Y | +437.2% | +73.0% | +364.2% | +146.2% |
| All | +437.2% | +73.1% | +364.1% | +146.2% |
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