+583.1%
ROKU vs IWD
+163.0%
+420.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.5% | -0.5% | +3.9% | +4.0% |
| 30D | +5.1% | +2.7% | +2.4% | +1.5% |
| 3M | +7.0% | +0.9% | +6.1% | +5.5% |
| 6M | +25.4% | +10.5% | +14.9% | +10.2% |
| YTD | +48.0% | +23.7% | +24.3% | +13.4% |
| 1Y | +53.1% | +28.7% | +24.4% | +11.6% |
| 3Y | +92.7% | +79.7% | +13.0% | -2.3% |
| 5Y | -42.4% | +69.7% | -112.1% | -67.1% |
| All | +583.1% | +163.0% | +420.1% | +287.3% |
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