+7,176.6%
ROL vs IWF
+727.1%
+6,449.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.5% | -2.0% | -1.8% |
| 30D | -4.1% | -0.4% | -3.7% | -4.0% |
| 3M | -22.5% | -2.6% | -19.9% | -21.7% |
| 6M | -37.7% | +9.1% | -46.8% | -42.2% |
| YTD | -39.6% | +4.5% | -44.1% | -42.2% |
| 1Y | -36.0% | +10.1% | -46.1% | -41.5% |
| 3Y | -5.1% | +77.6% | -82.8% | -41.8% |
| 5Y | -3.4% | +73.7% | -77.1% | -41.9% |
| 10Y | +215.2% | +411.5% | -196.3% | -25.5% |
| All | +7,176.6% | +727.1% | +6,449.5% | +759.8% |
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