+562.1%
ROKU vs IWD
+162.2%
+399.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | -1.3% | -0.3% | -1.1% | -1.0% |
| 30D | +5.9% | +0.6% | +5.3% | +5.1% |
| 3M | +23.9% | +7.2% | +16.7% | +13.4% |
| 6M | +59.6% | +16.2% | +43.4% | +32.2% |
| YTD | +43.4% | +23.3% | +20.1% | +10.5% |
| 1Y | +60.2% | +29.6% | +30.6% | +16.2% |
| 3Y | +90.4% | +70.5% | +19.9% | +3.4% |
| 5Y | -54.5% | +73.5% | -128.0% | -74.4% |
| All | +562.1% | +162.2% | +399.9% | +277.5% |
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