-53.1%
ROKU vs IWD
+72.1%
-125.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.4% |
| 7D | -2.6% | -2.3% | -0.3% | +2.2% |
| 30D | +2.1% | -1.8% | +3.9% | +5.9% |
| 3M | +31.8% | +8.0% | +23.8% | +11.8% |
| 6M | +53.3% | +17.0% | +36.3% | +10.3% |
| YTD | +42.1% | +21.3% | +20.8% | -5.2% |
| 1Y | +62.3% | +27.9% | +34.4% | -3.4% |
| 3Y | +84.6% | +70.1% | +14.6% | -39.1% |
| 5Y | -53.1% | +74.2% | -127.2% | -83.6% |
| All | -53.1% | +72.1% | -125.1% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling