+183.6%
ROP vs IWD
+212.1%
-28.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.8% |
| 7D | -1.6% | +1.3% | -2.9% | -2.8% |
| 30D | +29.5% | +3.6% | +26.0% | +25.5% |
| 3M | +17.5% | +2.3% | +15.2% | +15.2% |
| 6M | +38.1% | +13.0% | +25.0% | +23.6% |
| YTD | +7.0% | +26.2% | -19.2% | -13.5% |
| 1Y | +6.5% | +30.5% | -23.9% | -16.5% |
| 3Y | -5.5% | +86.2% | -91.7% | -46.6% |
| 5Y | -0.4% | +72.9% | -73.3% | -40.0% |
| 10Y | +183.6% | +205.0% | -21.4% | -3.3% |
| All | +183.6% | +212.1% | -28.5% | -3.3% |
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