+6,605.6%
ROL vs IBN
+1,532.9%
+5,072.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | -22.5% | +17.1% | -39.6% | -24.6% |
| 6M | -37.7% | +3.4% | -41.1% | -38.1% |
| YTD | -39.6% | +2.5% | -42.1% | -40.0% |
| 1Y | -36.0% | -4.2% | -31.9% | -35.8% |
| 3Y | -5.1% | +32.4% | -37.5% | -10.5% |
| 5Y | -3.4% | +59.2% | -62.6% | -12.3% |
| 10Y | +215.2% | +345.7% | -130.4% | +128.1% |
| All | +6,605.6% | +1,532.9% | +5,072.7% | +3,272.7% |
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