+69.6%
IWM vs ROL
+5.9%
+63.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | +1.4% | +3.0% | -1.6% | +1.0% |
| 30D | +2.3% | +19.8% | -17.5% | -0.2% |
| 3M | -8.3% | +7.9% | -16.2% | -9.3% |
| 6M | -1.3% | -25.6% | +24.3% | +3.6% |
| YTD | +13.5% | -34.1% | +47.7% | +21.6% |
| 1Y | +18.4% | -31.4% | +49.8% | +25.8% |
| 3Y | +69.6% | +4.7% | +64.9% | +56.0% |
| All | +69.6% | +5.9% | +63.7% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling