+280.1%
ROIV vs IWD
+118.3%
+161.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +1.7% | +2.3% | -0.6% | -0.4% |
| 30D | +17.6% | +3.6% | +14.0% | +14.0% |
| 3M | +9.0% | +2.2% | +6.8% | +6.8% |
| 6M | +35.3% | +13.0% | +22.3% | +20.4% |
| YTD | +82.2% | +26.5% | +55.6% | +46.2% |
| 1Y | +92.3% | +30.1% | +62.1% | +50.3% |
| 3Y | +336.8% | +84.9% | +251.9% | +151.1% |
| 5Y | +370.6% | +73.4% | +297.2% | +175.9% |
| All | +280.1% | +118.3% | +161.8% | +118.7% |
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