-38.9%
ROL vs IVZ
+50.2%
-89.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -3.3% | +1.2% | -4.4% | -3.3% |
| 30D | -7.2% | +1.8% | -9.0% | -7.3% |
| 3M | -27.0% | +15.7% | -42.7% | -27.1% |
| 6M | -39.5% | +36.3% | -75.8% | -40.1% |
| YTD | -41.8% | +24.9% | -66.7% | -42.4% |
| 1Y | -38.9% | +48.9% | -87.8% | -41.8% |
| All | -38.9% | +50.2% | -89.0% | -41.8% |
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