+4.6%
ROL vs IOVA
+49.0%
-44.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -1.4% | +9.7% | -11.2% | -1.5% |
| 30D | -4.1% | +102.5% | -106.6% | -5.1% |
| 3M | -22.5% | +100.7% | -123.2% | -23.3% |
| 6M | -37.7% | +106.3% | -144.0% | -38.5% |
| YTD | -39.6% | +222.0% | -261.6% | -40.9% |
| 1Y | -36.0% | +299.5% | -335.6% | -37.8% |
| All | +4.6% | +49.0% | -44.4% | -2.3% |
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