+214.7%
ROL vs IVZ
+48.7%
+166.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | +20.8% | -2.2% | +22.9% | +21.1% |
| 3M | +3.7% | -8.4% | +12.2% | +5.2% |
| 6M | -27.7% | +6.2% | -33.8% | -28.9% |
| YTD | -34.9% | +12.4% | -47.3% | -37.1% |
| 1Y | -33.3% | +26.0% | -59.3% | -37.0% |
| 3Y | +4.3% | +147.9% | -143.5% | -17.1% |
| 5Y | +15.0% | +38.8% | -23.8% | +1.5% |
| 10Y | +214.7% | +44.6% | +170.1% | +159.9% |
| All | +214.7% | +48.7% | +166.0% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling