+220.7%
ROL vs IBN
+385.6%
-164.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +3.0% | +1.9% | +1.1% | +2.7% |
| 30D | +19.8% | +22.1% | -2.3% | +15.7% |
| 3M | +7.9% | +17.1% | -9.2% | +5.0% |
| 6M | -25.6% | +35.5% | -61.2% | -29.5% |
| YTD | -34.1% | +16.8% | -51.0% | -36.1% |
| 1Y | -31.4% | +12.4% | -43.8% | -33.0% |
| 3Y | +4.7% | +58.0% | -53.4% | -4.2% |
| 5Y | +15.6% | +73.7% | -58.1% | +3.5% |
| All | +220.7% | +385.6% | -164.8% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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