+11,634.0%
ROST vs IWD
+728.9%
+10,905.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.8% |
| 30D | +2.5% | +2.7% | -0.2% | +0.2% |
| 3M | -9.0% | +0.9% | -9.8% | -9.5% |
| 6M | +1.3% | +10.5% | -9.2% | -7.4% |
| YTD | +29.1% | +23.7% | +5.4% | +6.5% |
| 1Y | +45.4% | +28.7% | +16.7% | +15.8% |
| 3Y | +94.9% | +79.7% | +15.1% | +13.9% |
| 5Y | +104.0% | +69.7% | +34.3% | +27.0% |
| 10Y | +314.8% | +211.4% | +103.4% | +58.3% |
| All | +11,634.0% | +728.9% | +10,905.1% | +1,858.4% |
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