+4,280.3%
ROL vs IVZ
+964.6%
+3,315.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +0.5% |
| 7D | +7.5% | +4.1% | +3.4% | +6.3% |
| 30D | +21.1% | -2.0% | +23.2% | +21.5% |
| 3M | +3.1% | -7.8% | +11.0% | +4.8% |
| 6M | -27.4% | +6.3% | -33.7% | -29.1% |
| YTD | -34.7% | +12.6% | -47.3% | -37.5% |
| 1Y | -32.9% | +27.6% | -60.6% | -37.9% |
| 3Y | +6.1% | +154.0% | -147.9% | -19.9% |
| 5Y | +16.3% | +37.3% | -21.0% | -0.3% |
| 10Y | +214.9% | +50.5% | +164.3% | +140.3% |
| All | +4,280.3% | +964.6% | +3,315.6% | +1,770.5% |
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 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