-5.6%
ROP vs IWD
+85.5%
-91.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +26.6% |
| 3M | +19.9% | +2.7% | +17.2% | +17.5% |
| 6M | +46.0% | +13.2% | +32.8% | +32.9% |
| YTD | +8.4% | +26.8% | -18.4% | -10.3% |
| 1Y | +8.8% | +29.3% | -20.5% | -11.4% |
| All | -5.6% | +85.5% | -91.1% | -40.8% |
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 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