+3,068.3%
ROL vs IAG
+321.3%
+2,747.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.2% |
| 7D | +0.8% | +3.4% | -2.7% | +0.6% |
| 30D | +20.6% | -2.7% | +23.3% | +20.6% |
| 3M | +4.5% | -0.5% | +5.0% | +4.3% |
| 6M | -26.5% | -4.8% | -21.7% | -26.7% |
| YTD | -34.8% | +9.6% | -44.4% | -35.7% |
| 1Y | -33.2% | +32.2% | -65.4% | -34.7% |
| 3Y | +4.5% | +692.5% | -688.1% | -7.8% |
| 5Y | +15.5% | +447.6% | -432.0% | +1.8% |
| 10Y | +217.2% | +403.3% | -186.1% | +170.9% |
| All | +3,068.3% | +321.3% | +2,747.0% | +2,139.6% |
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