+3,954.6%
ROL vs IVZ
+1,117.8%
+2,836.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -1.4% | +0.6% | -2.1% | -1.6% |
| 30D | -4.1% | +4.0% | -8.1% | -5.1% |
| 3M | -22.5% | +18.2% | -40.7% | -25.9% |
| 6M | -37.7% | +32.8% | -70.5% | -42.3% |
| YTD | -39.6% | +28.7% | -68.3% | -43.9% |
| 1Y | -36.0% | +55.4% | -91.4% | -43.4% |
| 3Y | -5.1% | +135.2% | -140.4% | -26.8% |
| 5Y | -3.4% | +64.2% | -67.6% | -20.8% |
| 10Y | +215.2% | +64.6% | +150.6% | +136.1% |
| All | +3,954.6% | +1,117.8% | +2,836.8% | +1,581.4% |
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