+4,272.3%
ROL vs IVZ
+954.3%
+3,318.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +0.8% | -2.8% | +3.5% | +1.3% |
| 30D | +20.6% | -2.2% | +22.7% | +20.9% |
| 3M | +4.5% | -8.1% | +12.6% | +6.2% |
| 6M | -26.5% | +3.8% | -30.3% | -27.8% |
| YTD | -34.8% | +11.5% | -46.3% | -37.5% |
| 1Y | -33.2% | +23.7% | -56.9% | -37.6% |
| 3Y | +4.5% | +145.8% | -141.3% | -20.5% |
| 5Y | +15.5% | +36.1% | -20.6% | -0.8% |
| 10Y | +217.2% | +42.4% | +174.8% | +145.6% |
| All | +4,272.3% | +954.3% | +3,318.0% | +1,771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling