+60.5%
ROKU vs IWD
+26.0%
+34.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +3.5% | -0.5% | +3.9% | +3.9% |
| 30D | +5.1% | +2.7% | +2.4% | +0.9% |
| 3M | +7.0% | +0.9% | +6.1% | +5.2% |
| 6M | +25.4% | +10.5% | +14.9% | +6.1% |
| YTD | +48.0% | +23.7% | +24.3% | +8.5% |
| All | +60.5% | +26.0% | +34.5% | +16.1% |
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 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