+13.6%
ROL vs IOVA
-67.9%
+81.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.1% |
| 7D | +9.5% | -5.2% | +14.7% | +9.5% |
| 30D | +22.9% | -37.8% | +60.7% | +23.4% |
| 3M | +3.5% | +29.5% | -25.9% | +2.4% |
| 6M | -29.4% | +96.6% | -126.0% | -31.0% |
| YTD | -36.1% | +194.5% | -230.6% | -38.3% |
| 1Y | -34.4% | +248.1% | -282.4% | -36.9% |
| 3Y | +4.0% | +86.1% | -82.1% | -2.0% |
| All | +13.6% | -67.9% | +81.5% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling