-1.6%
ROL vs IBB
+64.8%
-66.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | +1.4% | -2.9% | -1.7% |
| 30D | -4.1% | +10.5% | -14.6% | -6.5% |
| 3M | -22.5% | +23.6% | -46.1% | -26.7% |
| 6M | -37.7% | +22.6% | -60.3% | -41.0% |
| YTD | -39.6% | +25.7% | -65.3% | -43.2% |
| 1Y | -36.0% | +51.4% | -87.4% | -43.1% |
| All | -1.6% | +64.8% | -66.4% | -16.0% |
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