+14.4%
ROL vs IWD
+73.8%
-59.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +0.8% | -0.6% | +1.3% | +1.1% |
| 30D | +20.6% | +3.6% | +17.0% | +17.9% |
| 3M | +4.5% | +2.7% | +1.8% | +2.7% |
| 6M | -26.5% | +13.2% | -39.7% | -32.3% |
| YTD | -34.8% | +26.8% | -61.6% | -44.3% |
| 1Y | -33.2% | +29.3% | -62.4% | -43.6% |
| 3Y | +4.5% | +85.1% | -80.7% | -32.1% |
| All | +14.4% | +73.8% | -59.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling