-38.9%
ROL vs IAG
+102.4%
-141.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | -3.3% | +1.7% | -5.0% | -3.3% |
| 30D | -7.2% | +11.4% | -18.7% | -7.6% |
| 3M | -27.0% | +33.0% | -60.0% | -27.8% |
| 6M | -39.5% | -6.0% | -33.5% | -39.3% |
| YTD | -41.8% | +24.6% | -66.4% | -41.6% |
| 1Y | -38.9% | +105.0% | -143.9% | -39.4% |
| All | -38.9% | +102.4% | -141.2% | -39.4% |
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