+2,838.1%
ROL vs IAG
+377.5%
+2,460.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -22.5% | +19.1% | -41.6% | -23.4% |
| 6M | -37.7% | -10.3% | -27.4% | -37.6% |
| YTD | -39.6% | +24.2% | -63.8% | -40.6% |
| 1Y | -36.0% | +116.5% | -152.5% | -39.0% |
| 3Y | -5.1% | +742.8% | -747.9% | -16.5% |
| 5Y | -3.4% | +753.3% | -756.7% | -16.5% |
| 10Y | +215.2% | +403.2% | -187.9% | +168.9% |
| All | +2,838.1% | +377.5% | +2,460.6% | +1,967.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling