+214.9%
ROL vs IBB
+139.6%
+75.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.0% |
| 7D | +7.5% | +2.7% | +4.8% | +6.3% |
| 30D | +21.1% | +6.3% | +14.8% | +18.0% |
| 3M | +3.1% | +11.1% | -7.9% | -1.7% |
| 6M | -27.4% | +29.2% | -56.7% | -35.3% |
| YTD | -34.7% | +30.2% | -64.9% | -42.2% |
| 1Y | -32.9% | +39.5% | -72.4% | -42.3% |
| 3Y | +6.1% | +92.3% | -86.2% | -22.2% |
| 5Y | +16.3% | +43.0% | -26.6% | -3.5% |
| 10Y | +214.9% | +137.1% | +77.8% | +105.1% |
| All | +214.9% | +139.6% | +75.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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