+214.7%
ROL vs IBN
+364.2%
-149.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +3.4% | +15.8% | -12.4% | +0.8% |
| 30D | +20.8% | +25.1% | -4.3% | +16.2% |
| 3M | +3.7% | +16.0% | -12.2% | +1.1% |
| 6M | -27.7% | +32.8% | -60.4% | -31.2% |
| YTD | -34.9% | +18.0% | -53.0% | -37.0% |
| 1Y | -33.3% | +15.9% | -49.2% | -35.2% |
| 3Y | +4.3% | +57.6% | -53.3% | -4.5% |
| 5Y | +15.0% | +74.7% | -59.7% | +2.8% |
| 10Y | +214.7% | +373.9% | -159.3% | +146.3% |
| All | +214.7% | +364.2% | -149.5% | +146.3% |
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