-3.5%
ROP vs IWD
+78.7%
-82.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.5% |
| 30D | +32.9% | +2.7% | +30.3% | +30.3% |
| 3M | +20.0% | +0.9% | +19.1% | +19.3% |
| 6M | +36.4% | +10.5% | +25.9% | +26.4% |
| YTD | +7.8% | +23.7% | -15.9% | -9.0% |
| 1Y | +8.0% | +28.7% | -20.7% | -11.9% |
| 3Y | -3.5% | +79.7% | -83.2% | -37.6% |
| All | -3.5% | +78.7% | -82.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling