+24.4%
IOT vs ROK
+51.1%
-26.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.9% |
| 7D | -4.5% | -1.2% | -3.3% | -4.0% |
| 30D | -2.4% | -4.8% | +2.4% | -0.5% |
| 3M | +19.0% | -6.1% | +25.1% | +20.7% |
| 6M | +19.6% | +15.5% | +4.2% | +7.2% |
| YTD | +8.3% | +11.2% | -2.9% | -1.4% |
| 1Y | -0.8% | +23.8% | -24.6% | -14.9% |
| 3Y | +24.4% | +53.1% | -28.7% | -15.2% |
| All | +24.4% | +51.1% | -26.7% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling