-4.2%
ROL vs IBN
+54.0%
-58.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.2% |
| 30D | -7.2% | -3.5% | -3.7% | -6.5% |
| 3M | -27.0% | +11.3% | -38.3% | -28.8% |
| 6M | -39.5% | +4.4% | -43.9% | -40.3% |
| YTD | -41.8% | -1.8% | -40.0% | -41.8% |
| 1Y | -38.9% | -8.0% | -30.9% | -38.1% |
| 3Y | -0.4% | +27.1% | -27.5% | -8.0% |
| 5Y | -4.2% | +54.5% | -58.7% | -17.6% |
| All | -4.2% | +54.0% | -58.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling