-36.0%
ROL vs IAG
+119.5%
-155.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -4.1% | +28.9% | -33.0% | -5.0% |
| 3M | -22.5% | +19.1% | -41.6% | -23.0% |
| 6M | -37.7% | -10.3% | -27.4% | -37.3% |
| YTD | -39.6% | +24.2% | -63.8% | -39.3% |
| 1Y | -36.0% | +116.5% | -152.5% | -36.0% |
| All | -36.0% | +119.5% | -155.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling