+4.7%
ROL vs IOVA
+99.0%
-94.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | +3.0% | -3.5% | +6.5% | +3.0% |
| 30D | +19.8% | -45.4% | +65.2% | +19.8% |
| 3M | +7.9% | +19.0% | -11.1% | +7.2% |
| 6M | -25.6% | +112.0% | -137.7% | -26.7% |
| YTD | -34.1% | +184.2% | -218.4% | -35.5% |
| 1Y | -31.4% | +222.0% | -253.4% | -33.0% |
| 3Y | +4.7% | +92.6% | -87.9% | -0.1% |
| All | +4.7% | +99.0% | -94.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling