+6.1%
ROL vs IWD
+84.1%
-77.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.0% |
| 7D | +7.5% | +1.3% | +6.3% | +6.7% |
| 30D | +21.1% | +3.6% | +17.6% | +18.9% |
| 3M | +3.1% | +2.3% | +0.8% | +1.8% |
| 6M | -27.4% | +13.0% | -40.5% | -32.1% |
| YTD | -34.7% | +26.2% | -60.9% | -42.4% |
| 1Y | -32.9% | +30.5% | -63.4% | -41.9% |
| 3Y | +6.1% | +86.2% | -80.1% | -23.2% |
| All | +6.1% | +84.1% | -77.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling