-4.7%
ROL vs IAG
+766.8%
-771.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -3.4% | +4.3% | -7.7% | -3.7% |
| 30D | -6.9% | +9.8% | -16.7% | -7.6% |
| 3M | -24.6% | +28.9% | -53.5% | -26.0% |
| 6M | -39.5% | -7.6% | -32.0% | -39.5% |
| YTD | -41.1% | +22.0% | -63.1% | -42.3% |
| 1Y | -37.9% | +99.5% | -137.4% | -41.4% |
| 3Y | +0.8% | +818.3% | -817.5% | -15.7% |
| 5Y | -4.7% | +785.9% | -790.6% | -18.9% |
| All | -4.7% | +766.8% | -771.5% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling