+316.4%
ROST vs IWD
+203.8%
+112.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.2% | +1.6% | +1.6% | +1.6% |
| 30D | +7.4% | +3.6% | +3.8% | +3.5% |
| 3M | -6.1% | +2.0% | -8.1% | -7.9% |
| 6M | +6.2% | +13.1% | -6.8% | -7.2% |
| YTD | +33.4% | +26.2% | +7.3% | +3.1% |
| 1Y | +48.8% | +29.6% | +19.2% | +11.7% |
| 3Y | +99.5% | +84.3% | +15.2% | -0.7% |
| 5Y | +112.7% | +73.4% | +39.2% | +14.3% |
| 10Y | +316.4% | +202.4% | +114.0% | +40.8% |
| All | +316.4% | +203.8% | +112.7% | +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 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