+207.9%
ROL vs IOVA
+6.6%
+201.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -3.4% | +5.1% | -8.5% | -3.6% |
| 30D | -6.9% | +37.2% | -44.2% | -8.2% |
| 3M | -24.6% | +117.5% | -142.1% | -27.4% |
| 6M | -39.5% | +69.6% | -109.1% | -41.4% |
| YTD | -41.1% | +218.7% | -259.8% | -44.7% |
| 1Y | -37.9% | +265.5% | -303.5% | -42.3% |
| 3Y | +0.8% | +46.2% | -45.4% | -7.4% |
| 5Y | -4.7% | -63.2% | +58.6% | -8.8% |
| 10Y | +207.9% | +6.1% | +201.8% | +178.2% |
| All | +207.9% | +6.6% | +201.3% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling