+301.5%
ROST vs IWD
+203.0%
+98.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.6% |
| 7D | +0.3% | +2.3% | -2.0% | -2.2% |
| 30D | +0.5% | +3.6% | -3.1% | -3.2% |
| 3M | -5.2% | +2.2% | -7.4% | -7.3% |
| 6M | +9.8% | +13.0% | -3.1% | -4.0% |
| YTD | +29.4% | +26.5% | +2.9% | -0.3% |
| 1Y | +44.4% | +30.1% | +14.2% | +7.9% |
| 3Y | +95.0% | +84.9% | +10.1% | -3.3% |
| 5Y | +111.9% | +73.4% | +38.5% | +13.9% |
| All | +301.5% | +203.0% | +98.5% | +33.6% |
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 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