+36.4%
ROP vs IWD
+10.9%
+25.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +32.9% | +2.7% | +30.3% | +31.3% |
| 3M | +20.0% | +0.9% | +19.1% | +19.6% |
| 6M | +36.4% | +10.5% | +25.9% | +41.4% |
| All | +36.4% | +10.9% | +25.5% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling