+25.0%
IWM vs ROL
-37.3%
+62.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.3% |
| 7D | +1.4% | -3.4% | +4.8% | +1.6% |
| 30D | -2.3% | -6.9% | +4.7% | -1.8% |
| 3M | +4.0% | -24.6% | +28.6% | +6.0% |
| 6M | +17.9% | -39.5% | +57.5% | +23.4% |
| YTD | +20.2% | -41.1% | +61.3% | +26.4% |
| 1Y | +25.0% | -37.9% | +62.9% | +31.9% |
| All | +25.0% | -37.3% | +62.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling