-31.4%
ROL vs IVZ
+21.9%
-53.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +3.0% | +6.8% | -3.8% | +2.6% |
| 30D | +19.8% | +3.5% | +16.2% | +19.4% |
| 3M | +7.9% | -10.0% | +17.9% | +8.1% |
| 6M | -25.6% | +4.5% | -30.1% | -25.9% |
| YTD | -34.1% | +12.6% | -46.7% | -35.3% |
| 1Y | -31.4% | +24.4% | -55.8% | -32.7% |
| All | -31.4% | +21.9% | -53.3% | -32.7% |
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