+214.7%
ROL vs IAG
+336.8%
-122.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | -0.1% |
| 7D | +3.4% | +16.8% | -13.4% | +2.7% |
| 30D | +20.8% | -1.5% | +22.3% | +20.7% |
| 3M | +3.7% | +0.5% | +3.2% | +3.5% |
| 6M | -27.7% | -1.0% | -26.7% | -27.9% |
| YTD | -34.9% | +12.3% | -47.2% | -35.7% |
| 1Y | -33.3% | +39.2% | -72.6% | -34.7% |
| 3Y | +4.3% | +712.3% | -708.0% | -5.6% |
| 5Y | +15.0% | +484.2% | -469.3% | +2.9% |
| 10Y | +214.7% | +382.3% | -167.6% | +180.2% |
| All | +214.7% | +336.8% | -122.1% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling