+220.7%
ROL vs IVZ
+43.7%
+177.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.1% |
| 7D | +3.0% | +7.6% | -4.6% | +1.6% |
| 30D | +19.8% | +4.3% | +15.4% | +18.7% |
| 3M | +7.9% | -9.3% | +17.2% | +9.6% |
| 6M | -25.6% | +5.2% | -30.9% | -26.8% |
| YTD | -34.1% | +13.4% | -47.6% | -36.5% |
| 1Y | -31.4% | +25.4% | -56.8% | -35.1% |
| 3Y | +4.7% | +152.5% | -147.8% | -17.1% |
| 5Y | +15.6% | +36.7% | -21.1% | +2.4% |
| All | +220.7% | +43.7% | +177.1% | +165.1% |
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