+214.9%
ROL vs IOVA
+28.7%
+186.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | +7.5% | +1.9% | +5.7% | +7.4% |
| 30D | +21.1% | -44.1% | +65.3% | +23.0% |
| 3M | +3.1% | +28.9% | -25.7% | +1.1% |
| 6M | -27.4% | +125.7% | -153.1% | -31.0% |
| YTD | -34.7% | +199.3% | -234.0% | -39.1% |
| 1Y | -32.9% | +255.2% | -288.2% | -38.0% |
| 3Y | +6.1% | +106.8% | -100.7% | -5.0% |
| 5Y | +16.3% | -67.1% | +83.4% | +11.2% |
| 10Y | +214.9% | +16.7% | +198.1% | +173.4% |
| All | +214.9% | +28.7% | +186.2% | +173.4% |
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