+7,084.3%
ROL vs IBN
+1,779.7%
+5,304.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | +2.9% | +15.8% | -12.9% | +0.3% |
| 30D | +20.1% | +25.1% | -4.9% | +15.6% |
| 3M | +3.2% | +16.0% | -12.8% | +0.6% |
| 6M | -28.0% | +32.8% | -60.8% | -31.5% |
| YTD | -35.3% | +18.0% | -53.3% | -37.3% |
| 1Y | -33.6% | +15.9% | -49.5% | -35.5% |
| 3Y | +3.8% | +57.6% | -53.9% | -5.0% |
| 5Y | +14.4% | +74.7% | -60.3% | +2.3% |
| 10Y | +213.1% | +373.9% | -160.9% | +124.8% |
| All | +7,084.3% | +1,779.7% | +5,304.6% | +3,426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling