-34.7%
ROL vs IJH
+17.8%
-52.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | +14.6% | +1.7% | +12.9% | +14.0% |
| 30D | +29.3% | +1.2% | +28.0% | +28.7% |
| 3M | +2.0% | -3.4% | +5.4% | +2.8% |
| 6M | -28.5% | +3.7% | -32.2% | -30.0% |
| YTD | -35.3% | +13.9% | -49.2% | -38.7% |
| 1Y | -34.7% | +17.4% | -52.1% | -39.0% |
| All | -34.7% | +17.8% | -52.5% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling