+559.3%
ROKU vs IWD
+160.1%
+399.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.6% |
| 7D | -0.4% | -0.8% | +0.4% | +0.6% |
| 30D | +2.1% | -0.8% | +2.9% | +3.1% |
| 3M | +29.5% | +6.9% | +22.6% | +18.9% |
| 6M | +53.8% | +18.3% | +35.5% | +24.7% |
| YTD | +42.8% | +22.4% | +20.5% | +11.2% |
| 1Y | +60.7% | +27.4% | +33.3% | +19.1% |
| 3Y | +83.9% | +71.2% | +12.7% | -0.4% |
| 5Y | -52.8% | +75.7% | -128.5% | -73.6% |
| All | +559.3% | +160.1% | +399.2% | +279.7% |
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