+4,751.3%
ROK vs IWD
+726.5%
+4,024.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.1% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | -3.3% | +0.6% | -3.9% | -4.1% |
| 3M | -5.9% | +7.2% | -13.1% | -13.6% |
| 6M | +13.9% | +16.2% | -2.3% | -5.0% |
| YTD | +12.6% | +23.3% | -10.8% | -12.4% |
| 1Y | +28.6% | +29.6% | -1.0% | -5.6% |
| 3Y | +45.1% | +70.5% | -25.4% | -22.4% |
| 5Y | +45.6% | +73.5% | -27.9% | -22.9% |
| 10Y | +345.0% | +198.3% | +146.7% | +24.1% |
| All | +4,751.3% | +726.5% | +4,024.8% | +354.1% |
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