+559.3%
ROKU vs IWF
+321.1%
+238.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | +0.9% |
| 30D | +2.1% | -1.7% | +3.8% | +4.5% |
| 3M | +29.5% | +0.7% | +28.8% | +26.0% |
| 6M | +53.8% | +8.6% | +45.2% | +34.0% |
| YTD | +42.8% | +3.5% | +39.3% | +33.9% |
| 1Y | +60.7% | +7.0% | +53.7% | +42.9% |
| 3Y | +83.9% | +76.3% | +7.6% | -20.4% |
| 5Y | -52.8% | +74.8% | -127.6% | -77.7% |
| All | +559.3% | +321.1% | +238.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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