+4,520.7%
ROL vs IEF
+125.4%
+4,395.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.4% |
| 7D | +3.0% | -2.0% | +5.0% | +1.5% |
| 30D | +19.8% | +0.7% | +19.1% | +20.3% |
| 3M | +7.9% | -2.5% | +10.4% | +5.8% |
| 6M | -25.6% | -2.6% | -23.1% | -27.1% |
| YTD | -34.1% | -3.2% | -30.9% | -35.8% |
| 1Y | -31.4% | -3.0% | -28.4% | -33.0% |
| 3Y | +4.7% | +10.5% | -5.9% | +13.1% |
| 5Y | +15.6% | -8.2% | +23.8% | +1.8% |
| 10Y | +220.6% | +6.7% | +213.9% | +242.3% |
| All | +4,520.7% | +125.4% | +4,395.3% | +15,202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling