-23.7%
ROP vs IWD
+28.8%
-52.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.5% |
| 7D | -5.4% | -0.2% | -5.3% | -5.3% |
| 30D | -1.6% | -0.8% | -0.9% | -1.3% |
| 3M | +18.8% | +8.0% | +10.8% | +15.9% |
| 6M | +8.2% | +18.2% | -10.0% | +1.0% |
| YTD | -10.5% | +22.3% | -32.8% | -17.7% |
| 1Y | -23.7% | +28.9% | -52.6% | -32.8% |
| All | -23.7% | +28.8% | -52.5% | -32.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling