+184.0%
ROP vs IWD
+205.2%
-21.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.3% |
| 7D | -2.9% | -0.6% | -2.4% | -2.6% |
| 30D | +30.1% | +3.6% | +26.5% | +26.0% |
| 3M | +19.9% | +2.7% | +17.2% | +17.1% |
| 6M | +46.0% | +13.2% | +32.8% | +30.5% |
| YTD | +8.4% | +26.8% | -18.4% | -12.8% |
| 1Y | +8.8% | +29.3% | -20.5% | -14.0% |
| 3Y | -5.6% | +85.1% | -90.8% | -46.4% |
| 5Y | +3.0% | +74.2% | -71.2% | -38.4% |
| 10Y | +184.0% | +204.6% | -20.6% | -2.2% |
| All | +184.0% | +205.2% | -21.2% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling