-4.7%
ROL vs IVZ
+63.4%
-68.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | -6.9% | +3.1% | -10.0% | -7.3% |
| 3M | -24.6% | +18.2% | -42.8% | -26.4% |
| 6M | -39.5% | +38.6% | -78.2% | -42.4% |
| YTD | -41.1% | +25.9% | -67.0% | -43.3% |
| 1Y | -37.9% | +51.7% | -89.6% | -42.0% |
| 3Y | +0.8% | +138.7% | -137.9% | -15.3% |
| 5Y | -4.7% | +62.8% | -67.5% | -16.5% |
| All | -4.7% | +63.4% | -68.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling