-1.6%
ROL vs IWD
+70.7%
-72.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -1.4% | -0.3% | -1.2% | -1.3% |
| 30D | -4.1% | +0.6% | -4.7% | -4.4% |
| 3M | -22.5% | +7.2% | -29.7% | -25.4% |
| 6M | -37.7% | +16.2% | -53.9% | -42.8% |
| YTD | -39.6% | +23.3% | -62.9% | -46.3% |
| 1Y | -36.0% | +29.6% | -65.6% | -44.7% |
| All | -1.6% | +70.7% | -72.3% | -29.5% |
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