-0.4%
ROL vs IFF
+29.7%
-30.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.2% | -2.8% | -0.4% | -2.8% |
| 30D | -6.6% | -1.1% | -5.5% | -6.5% |
| 3M | -27.3% | +13.8% | -41.1% | -28.7% |
| 6M | -38.1% | +16.7% | -54.8% | -39.7% |
| YTD | -41.8% | +26.1% | -67.9% | -44.4% |
| 1Y | -37.8% | +33.5% | -71.3% | -41.3% |
| All | -0.4% | +29.7% | -30.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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