+210.7%
ROL vs IWD
+198.0%
+12.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -1.4% | -0.3% | -1.2% | -1.3% |
| 30D | -4.1% | +0.6% | -4.7% | -4.5% |
| 3M | -22.5% | +7.2% | -29.7% | -26.1% |
| 6M | -37.7% | +16.2% | -53.9% | -43.7% |
| YTD | -39.6% | +23.3% | -62.9% | -47.6% |
| 1Y | -36.0% | +29.6% | -65.6% | -46.3% |
| 3Y | -5.1% | +70.5% | -75.6% | -34.4% |
| 5Y | -3.4% | +73.5% | -76.9% | -34.2% |
| All | +210.7% | +198.0% | +12.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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