+7,632.5%
ROL vs IWF
+679.4%
+6,953.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -1.7% | +5.3% | -7.0% | -5.2% |
| 30D | +18.5% | -8.6% | +27.1% | +25.3% |
| 3M | +4.3% | -6.5% | +10.9% | +8.2% |
| 6M | -27.7% | -5.6% | -22.1% | -26.1% |
| YTD | -35.8% | -1.5% | -34.2% | -36.6% |
| 1Y | -34.1% | -2.8% | -31.3% | -34.4% |
| 3Y | +2.9% | +67.1% | -64.2% | -34.6% |
| 5Y | +12.7% | +57.6% | -44.9% | -27.7% |
| 10Y | +212.6% | +390.4% | -177.7% | -24.7% |
| All | +7,632.5% | +679.4% | +6,953.1% | +843.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling