+252.1%
ROIV vs IWD
+114.2%
+137.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -1.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.4% |
| 30D | +3.1% | +2.6% | +0.4% | +0.8% |
| 3M | +5.8% | +1.2% | +4.6% | +4.6% |
| 6M | +29.3% | +12.1% | +17.2% | +15.9% |
| YTD | +68.8% | +24.1% | +44.6% | +37.8% |
| 1Y | +81.0% | +28.5% | +52.5% | +43.1% |
| 3Y | +294.6% | +79.5% | +215.1% | +132.9% |
| 5Y | +373.1% | +70.3% | +302.8% | +182.1% |
| All | +252.1% | +114.2% | +137.9% | +106.1% |
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