+211.9%
ROL vs IBN
+319.4%
-107.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.1% |
| 7D | -3.4% | -2.2% | -1.2% | -3.1% |
| 30D | -6.9% | -2.3% | -4.7% | -6.6% |
| 3M | -24.6% | +15.9% | -40.5% | -26.5% |
| 6M | -39.5% | +5.6% | -45.1% | -40.2% |
| YTD | -41.1% | -0.1% | -41.0% | -41.3% |
| 1Y | -37.9% | -6.5% | -31.4% | -37.5% |
| 3Y | +0.8% | +29.3% | -28.5% | -4.4% |
| 5Y | -4.7% | +56.6% | -61.2% | -12.9% |
| All | +211.9% | +319.4% | -107.6% | +152.4% |
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