+208.2%
ROL vs IAG
+401.0%
-192.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -3.3% | +1.7% | -5.0% | -3.3% |
| 30D | -7.2% | +11.4% | -18.7% | -7.7% |
| 3M | -27.0% | +33.0% | -60.0% | -27.9% |
| 6M | -39.5% | -6.0% | -33.5% | -39.6% |
| YTD | -41.8% | +24.6% | -66.4% | -42.6% |
| 1Y | -38.9% | +105.0% | -143.9% | -41.0% |
| 3Y | -0.4% | +837.9% | -838.3% | -10.0% |
| 5Y | -4.2% | +817.0% | -821.2% | -14.5% |
| 10Y | +208.2% | +425.3% | -217.1% | +174.1% |
| All | +208.2% | +401.0% | -192.8% | +174.1% |
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