Risk

Retirement risk

Combined Rollover + Roth IRA. Long-equity portfolio, value-weighted price returns. Excludes options (no per-strike yfinance pricing).

Headline tiles below are TRAILING 1-YEAR (last 252 trading days). The time-series charts further down use full inception-to-date data (Apr 2024 for Roth, Oct 2024 for Rollover).

Annualized return (1y)

60.4%

Annualized vol (1y)

29.0%

Sharpe (1y, rf=4%)

1.95

Sortino (1y)

2.97

Max drawdown (1y)

-17.7%

Max DD duration (1y)

114

Time underwater (1y)

77%

Daily win rate (1y)

60%

Profit factor (1y)

1.14

Worst day (1y)

($18,614)

VaR 95% (1y)

($9,702)

CVaR 95% (1y)

($13,120)

Trailing 1-year window: 252 trading days ( 2025-05-12 → 2026-05-12 )

Drawdown from running peak

Time underwater

Days where the cumulative TWR is below the running peak.

Rolling Sharpe — 1-year, 30-day

These IRAs only have ~1.5 years of history (Roth Apr 2024, Rollover Oct 2024), so a 3-year rolling window isn't meaningful yet.

Scope caveat. Returns shown are value-weighted price returns on long equities only. Excludes options realized + unrealized P&L and dividend income. The long-only number is a directional approximation, not a benchmarkable total-return Sharpe — a NAV-based TWR using broker-canonical NAV would be more complete and is a known follow-up.

Daily P&L distribution (price-only)

Distribution of dollar P&L per trading day, computed as prev_qty × (close_today − close_prev) summed across held long-equity positions. Excludes flow effects.

Rolling 30-day P&L

Tail-risk summary

No Results

Caveats

Long-equity only — options aren't modeled in returns (no per-strike option pricing). Both IRAs are equity-heavy with minor option exposure.

Value-weighted price returns (TWR) — buy/sell/transfer cash flows don't contaminate the series.

Short history — Roth has ~13 months, Rollover ~7 months of post-ACAT daily data. Drawdown/Sharpe become more meaningful with more history.