+208.2%
ROL vs IRM
+418.7%
-210.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -3.3% | +3.0% | -6.3% | -3.9% |
| 30D | -7.2% | -5.2% | -2.0% | -6.3% |
| 3M | -27.0% | -8.0% | -18.9% | -25.9% |
| 6M | -39.5% | +9.2% | -48.7% | -41.1% |
| YTD | -41.8% | +41.0% | -82.8% | -46.8% |
| 1Y | -38.9% | +23.3% | -62.1% | -42.6% |
| 3Y | -0.4% | +102.8% | -103.2% | -19.4% |
| 5Y | -4.2% | +192.8% | -197.0% | -30.3% |
| 10Y | +208.2% | +439.6% | -231.4% | +87.9% |
| All | +208.2% | +418.7% | -210.5% | +87.9% |
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