+235.9%
ROIV vs IWD
+112.8%
+123.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.9% |
| 30D | +1.0% | +0.6% | +0.4% | +0.3% |
| 3M | +18.3% | +7.2% | +11.1% | +10.5% |
| 6M | +18.3% | +16.2% | +2.1% | +2.5% |
| YTD | +61.0% | +23.3% | +37.6% | +32.2% |
| 1Y | +177.9% | +29.6% | +148.3% | +118.1% |
| 3Y | +199.1% | +70.5% | +128.6% | +84.2% |
| 5Y | +250.7% | +73.5% | +177.2% | +110.6% |
| All | +235.9% | +112.8% | +123.0% | +97.7% |
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 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