-33.3%
ROL vs IVZ
+25.3%
-58.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +2.2% | +1.2% | +3.2% |
| 30D | +20.8% | -2.2% | +22.9% | +20.6% |
| 3M | +3.7% | -8.4% | +12.2% | +3.9% |
| 6M | -27.7% | +6.2% | -33.8% | -28.0% |
| YTD | -34.9% | +12.4% | -47.3% | -36.2% |
| 1Y | -33.3% | +26.0% | -59.3% | -35.3% |
| All | -33.3% | +25.3% | -58.6% | -35.3% |
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