+193.4%
ROP vs IWD
+207.5%
-14.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.6% |
| 30D | +32.9% | +2.7% | +30.3% | +29.9% |
| 3M | +20.3% | +0.9% | +19.4% | +19.5% |
| 6M | +36.8% | +10.5% | +26.2% | +24.9% |
| YTD | +8.1% | +23.7% | -15.6% | -11.0% |
| 1Y | +8.3% | +28.7% | -20.5% | -14.1% |
| 3Y | -3.2% | +79.7% | -83.0% | -43.6% |
| 5Y | +1.7% | +69.7% | -68.0% | -37.7% |
| All | +193.4% | +207.5% | -14.1% | -2.0% |
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