+15.5%
ROL vs IEF
-7.4%
+22.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -0.8% | +1.5% | +1.2% |
| 30D | +20.6% | +2.0% | +18.5% | +19.4% |
| 3M | +4.5% | -1.1% | +5.5% | +5.0% |
| 6M | -26.5% | -1.9% | -24.6% | -25.9% |
| YTD | -34.8% | -2.2% | -32.6% | -34.2% |
| 1Y | -33.2% | -2.3% | -30.8% | -32.4% |
| 3Y | +4.5% | +11.6% | -7.1% | -1.0% |
| 5Y | +15.5% | -7.1% | +22.6% | +12.5% |
| All | +15.5% | -7.4% | +22.9% | +12.5% |
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 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