+55.4%
IOT vs ROK
+34.8%
+20.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.2% |
| 7D | -4.5% | -1.2% | -3.3% | -3.8% |
| 30D | -2.4% | -4.8% | +2.4% | +0.4% |
| 3M | +19.0% | -6.1% | +25.1% | +21.5% |
| 6M | +19.6% | +15.5% | +4.2% | +3.7% |
| YTD | +8.3% | +11.2% | -2.9% | -4.4% |
| 1Y | -0.8% | +23.8% | -24.6% | -18.8% |
| 3Y | +24.4% | +53.1% | -28.7% | -18.3% |
| All | +55.4% | +34.8% | +20.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling