+3.6%
ROL vs IBB
+91.0%
-87.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | -1.4% | +2.1% | +1.0% |
| 30D | +20.6% | +6.8% | +13.8% | +18.9% |
| 3M | +4.5% | +9.2% | -4.7% | +2.2% |
| 6M | -26.5% | +28.3% | -54.9% | -31.0% |
| YTD | -34.8% | +29.4% | -64.2% | -39.0% |
| 1Y | -33.2% | +33.2% | -66.3% | -38.0% |
| All | +3.6% | +91.0% | -87.5% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling