+1,054.0%
IJH vs ROK
+4,734.5%
-3,680.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -1.9% | -1.2% | -0.6% | -1.3% |
| 30D | -4.6% | -4.8% | +0.2% | -2.6% |
| 3M | -1.2% | -6.1% | +4.9% | +1.0% |
| 6M | +9.4% | +15.5% | -6.1% | +1.6% |
| YTD | +13.3% | +11.2% | +2.2% | +6.6% |
| 1Y | +13.4% | +23.8% | -10.5% | +1.5% |
| 3Y | +50.4% | +53.1% | -2.7% | +18.6% |
| 5Y | +49.0% | +48.3% | +0.7% | +16.2% |
| 10Y | +182.6% | +357.4% | -174.8% | +30.4% |
| All | +1,054.0% | +4,734.5% | -3,680.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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