+206.6%
ROL vs IEF
+3.8%
+202.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | -1.3% | -1.8% | -3.1% |
| 30D | -4.9% | -1.7% | -3.2% | -4.8% |
| 3M | -25.8% | -2.5% | -23.3% | -25.7% |
| 6M | -37.6% | -3.3% | -34.3% | -37.4% |
| YTD | -41.5% | -2.8% | -38.7% | -41.4% |
| 1Y | -39.5% | -2.7% | -36.8% | -39.4% |
| 3Y | +0.1% | +8.9% | -8.8% | +0.1% |
| 5Y | -4.6% | -9.4% | +4.8% | -14.0% |
| All | +206.6% | +3.8% | +202.8% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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