+166.9%
IWM vs ROL
+203.4%
-36.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | +1.4% | -3.4% | +4.8% | +2.6% |
| 30D | -2.3% | -6.9% | +4.7% | 0.0% |
| 3M | +4.0% | -24.6% | +28.6% | +13.9% |
| 6M | +17.9% | -39.5% | +57.5% | +39.4% |
| YTD | +20.2% | -41.1% | +61.3% | +42.8% |
| 1Y | +25.0% | -37.9% | +62.9% | +45.1% |
| 3Y | +66.0% | +0.8% | +65.2% | +56.8% |
| 5Y | +40.0% | -4.7% | +44.7% | +32.0% |
| 10Y | +166.9% | +207.9% | -41.0% | +53.2% |
| All | +166.9% | +203.4% | -36.5% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling