-2.0%
ROL vs IJH
+48.0%
-49.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | -4.9% | -4.6% | -0.3% | -3.0% |
| 3M | -25.8% | -1.2% | -24.7% | -25.6% |
| 6M | -37.6% | +9.4% | -47.0% | -40.2% |
| YTD | -41.5% | +13.3% | -54.8% | -44.8% |
| 1Y | -39.5% | +13.4% | -52.9% | -43.0% |
| 3Y | +0.1% | +50.4% | -50.3% | -19.6% |
| All | -2.0% | +48.0% | -49.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling