-36.0%
ROL vs IVZ
+56.4%
-92.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -1.4% | +0.6% | -2.1% | -1.4% |
| 30D | -4.1% | +4.0% | -8.1% | -4.2% |
| 3M | -22.5% | +18.2% | -40.7% | -22.7% |
| 6M | -37.7% | +32.8% | -70.5% | -38.4% |
| YTD | -39.6% | +28.7% | -68.3% | -40.2% |
| 1Y | -36.0% | +55.4% | -91.4% | -39.6% |
| All | -36.0% | +56.4% | -92.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling