-3.1%
ROL vs IEF
-8.3%
+5.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -6.9% | -0.7% | -6.2% | -6.6% |
| 3M | -24.6% | -0.4% | -24.2% | -24.5% |
| 6M | -39.5% | -2.5% | -37.0% | -38.8% |
| YTD | -41.1% | -1.6% | -39.5% | -40.7% |
| 1Y | -37.9% | -1.3% | -36.6% | -37.6% |
| 3Y | +0.8% | +10.1% | -9.3% | -3.8% |
| All | -3.1% | -8.3% | +5.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling