+808.3%
IWM vs ROL
+7,292.7%
-6,484.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.7% |
| 30D | -1.3% | -4.1% | +2.8% | +0.5% |
| 3M | +1.6% | -22.5% | +24.1% | +13.2% |
| 6M | +13.6% | -37.7% | +51.2% | +39.3% |
| YTD | +20.8% | -39.6% | +60.3% | +49.5% |
| 1Y | +26.4% | -36.0% | +62.4% | +51.5% |
| 3Y | +60.7% | -5.1% | +65.8% | +56.2% |
| 5Y | +38.2% | -3.4% | +41.6% | +29.6% |
| 10Y | +169.5% | +215.2% | -45.8% | +32.9% |
| All | +808.3% | +7,292.7% | -6,484.4% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling