+2.9%
ROK vs IWD
+29.9%
-27.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -11.0% | +1.6% | -12.6% | -12.6% |
| 30D | -8.2% | +3.6% | -11.8% | -12.7% |
| 3M | -8.5% | +2.0% | -10.5% | -10.8% |
| 6M | -12.0% | +13.1% | -25.0% | -29.8% |
| YTD | +3.1% | +26.2% | -23.1% | -31.6% |
| 1Y | +2.9% | +29.6% | -26.7% | -34.6% |
| All | +2.9% | +29.9% | -27.0% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling