+214.7%
ROL vs IRM
+481.3%
-266.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | -5.1% | +8.5% | +4.3% |
| 30D | +20.8% | -3.3% | +24.0% | +21.2% |
| 3M | +3.7% | -8.2% | +11.9% | +5.1% |
| 6M | -27.7% | -12.8% | -14.9% | -26.2% |
| YTD | -34.9% | +36.6% | -71.5% | -40.5% |
| 1Y | -33.3% | +11.9% | -45.2% | -36.2% |
| 3Y | +4.3% | +105.1% | -100.8% | -16.6% |
| 5Y | +15.0% | +182.4% | -167.4% | -16.4% |
| 10Y | +214.7% | +505.1% | -290.5% | +84.7% |
| All | +214.7% | +481.3% | -266.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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