+11,591.2%
ROST vs IWD
+726.5%
+10,864.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.2% |
| 30D | -8.9% | +0.6% | -9.5% | -9.3% |
| 3M | -0.8% | +7.2% | -8.0% | -7.0% |
| 6M | +8.5% | +16.2% | -7.7% | -5.4% |
| YTD | +28.6% | +23.3% | +5.2% | +6.2% |
| 1Y | +52.3% | +29.6% | +22.8% | +20.4% |
| 3Y | +94.8% | +70.5% | +24.4% | +19.3% |
| 5Y | +110.8% | +73.5% | +37.3% | +28.6% |
| 10Y | +304.5% | +198.3% | +106.2% | +59.7% |
| All | +11,591.2% | +726.5% | +10,864.7% | +1,853.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling