+555.8%
ROKU vs IWF
+317.8%
+238.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.2% |
| 7D | -2.6% | -1.7% | -0.9% | -0.1% |
| 30D | +2.1% | -1.8% | +4.0% | +4.7% |
| 3M | +31.8% | +1.5% | +30.3% | +26.7% |
| 6M | +53.3% | +7.7% | +45.6% | +35.2% |
| YTD | +42.1% | +2.7% | +39.3% | +34.8% |
| 1Y | +62.3% | +6.8% | +55.6% | +44.9% |
| 3Y | +84.6% | +76.9% | +7.8% | -20.5% |
| 5Y | -53.1% | +73.4% | -126.4% | -77.5% |
| All | +555.8% | +317.8% | +238.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling