+12.2%
IOT vs ROK
+29.3%
-17.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +3.7% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | +3.8% | -3.3% | +7.1% | +4.0% |
| 3M | +14.2% | -5.9% | +20.0% | +14.1% |
| 6M | +40.1% | +13.9% | +26.3% | +31.3% |
| YTD | +13.4% | +12.6% | +0.8% | +5.8% |
| 1Y | +12.2% | +28.6% | -16.4% | -2.4% |
| All | +12.2% | +29.3% | -17.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling