+626.7%
RVMD vs IWD
+112.2%
+514.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +6.4% | +0.6% | +5.9% | +5.7% |
| 3M | +34.9% | +7.2% | +27.7% | +24.9% |
| 6M | +107.6% | +16.2% | +91.3% | +76.2% |
| YTD | +163.7% | +23.3% | +140.3% | +109.1% |
| 1Y | +439.2% | +29.6% | +409.6% | +305.9% |
| 3Y | +499.2% | +70.5% | +428.7% | +241.8% |
| 5Y | +621.7% | +73.5% | +548.2% | +313.4% |
| All | +626.7% | +112.2% | +514.6% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling