-37.8%
ROL vs IEF
-2.3%
-35.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -6.6% | -1.5% | -5.2% | -6.3% |
| 3M | -27.3% | -1.7% | -25.6% | -27.0% |
| 6M | -38.1% | -3.5% | -34.6% | -37.6% |
| YTD | -41.8% | -2.6% | -39.1% | -41.1% |
| 1Y | -37.8% | -2.4% | -35.4% | -36.7% |
| All | -37.8% | -2.3% | -35.5% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling