+44.4%
ROST vs IWD
+28.9%
+15.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.6% |
| 7D | +0.3% | +2.3% | -2.0% | -2.1% |
| 30D | +0.5% | +3.6% | -3.1% | -2.7% |
| 3M | -5.2% | +2.2% | -7.4% | -7.0% |
| 6M | +9.8% | +13.0% | -3.1% | -2.1% |
| YTD | +29.4% | +26.5% | +2.9% | +0.6% |
| 1Y | +44.4% | +30.1% | +14.2% | +7.6% |
| All | +44.4% | +28.9% | +15.4% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling