-0.4%
ROL vs IEF
+10.0%
-10.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -7.2% | -0.6% | -6.7% | -6.9% |
| 3M | -27.0% | -1.0% | -26.0% | -26.6% |
| 6M | -39.5% | -3.1% | -36.4% | -38.4% |
| YTD | -41.8% | -1.9% | -39.9% | -41.2% |
| 1Y | -38.9% | -1.4% | -37.5% | -38.4% |
| All | -0.4% | +10.0% | -10.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling