+3.4%
ROL vs IVZ
+145.8%
-142.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -1.4% | +0.6% | -2.1% | -1.5% |
| 30D | -4.1% | +4.0% | -8.1% | -4.3% |
| 3M | -22.5% | +18.2% | -40.7% | -23.4% |
| 6M | -37.7% | +32.8% | -70.5% | -38.9% |
| YTD | -39.6% | +28.7% | -68.3% | -40.8% |
| 1Y | -36.0% | +55.4% | -91.4% | -38.3% |
| All | +3.4% | +145.8% | -142.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling