+211.9%
ROL vs IWF
+414.9%
-203.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.4% | +1.5% | -4.9% | -4.1% |
| 30D | -6.9% | -1.3% | -5.7% | -6.4% |
| 3M | -24.6% | +0.1% | -24.7% | -25.0% |
| 6M | -39.5% | +10.3% | -49.8% | -42.9% |
| YTD | -41.1% | +4.2% | -45.3% | -42.8% |
| 1Y | -37.9% | +9.3% | -47.2% | -41.5% |
| 3Y | +0.8% | +79.3% | -78.5% | -30.3% |
| 5Y | -4.7% | +73.8% | -78.4% | -33.7% |
| All | +211.9% | +414.9% | -203.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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