+205.1%
ROL vs IVZ
+64.1%
+141.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -6.6% | +2.5% | -9.1% | -7.1% |
| 3M | -27.3% | +17.1% | -44.4% | -29.6% |
| 6M | -38.1% | +35.1% | -73.2% | -41.9% |
| YTD | -41.8% | +24.3% | -66.1% | -44.6% |
| 1Y | -37.8% | +48.7% | -86.5% | -43.1% |
| 3Y | -0.3% | +135.6% | -136.0% | -19.5% |
| 5Y | -5.1% | +60.3% | -65.4% | -18.7% |
| All | +205.1% | +64.1% | +141.0% | +148.0% |
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