+25.0%
ROK vs IAG
+56.5%
-31.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.2% | -10.8% | -2.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -2.5% | -5.3% | +2.8% | -1.8% |
| 3M | 0.0% | +18.0% | -18.0% | -3.5% |
| 6M | +11.6% | +7.1% | +4.5% | +8.8% |
| YTD | +15.2% | +5.9% | +9.2% | +12.7% |
| 1Y | +25.0% | +59.4% | -34.4% | +10.4% |
| All | +25.0% | +56.5% | -31.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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