+273.8%
ROIV vs IWD
+113.5%
+160.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.5% |
| 7D | +5.3% | -0.5% | +5.8% | +5.9% |
| 30D | +11.9% | +2.7% | +9.2% | +9.4% |
| 3M | +10.7% | +0.9% | +9.8% | +9.7% |
| 6M | +34.9% | +10.5% | +24.4% | +22.5% |
| YTD | +79.2% | +23.7% | +55.5% | +46.8% |
| 1Y | +89.0% | +28.7% | +60.3% | +49.2% |
| 3Y | +337.3% | +79.7% | +257.6% | +157.9% |
| 5Y | +402.3% | +69.7% | +332.6% | +200.5% |
| All | +273.8% | +113.5% | +160.4% | +119.5% |
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