+52.7%
ROST vs IWF
-1.6%
+54.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +7.8% | -4.2% | +11.9% | +8.7% |
| 30D | +8.6% | -8.1% | +16.7% | +10.5% |
| 3M | -1.9% | -5.1% | +3.1% | -1.1% |
| 6M | +9.1% | -1.4% | +10.6% | +8.2% |
| YTD | +37.2% | -0.1% | +37.3% | +32.5% |
| 1Y | +52.7% | -1.3% | +54.0% | +48.5% |
| All | +52.7% | -1.6% | +54.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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