+308.5%
ROST vs IWD
+195.0%
+113.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -2.2% | -1.2% | -1.1% | -1.0% |
| 30D | -11.4% | -1.6% | -9.8% | -9.8% |
| 3M | -1.6% | +7.0% | -8.6% | -8.8% |
| 6M | +6.8% | +17.0% | -10.1% | -10.2% |
| YTD | +25.8% | +21.6% | +4.2% | +1.2% |
| 1Y | +52.4% | +28.0% | +24.4% | +15.9% |
| 3Y | +94.4% | +70.6% | +23.8% | +5.7% |
| 5Y | +108.2% | +73.3% | +34.9% | +12.1% |
| 10Y | +308.5% | +200.5% | +108.0% | +36.1% |
| All | +308.5% | +195.0% | +113.5% | +36.1% |
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