+28.6%
ROK vs IAG
+119.5%
-90.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.3% | +28.9% | -32.2% | -7.2% |
| 3M | -5.9% | +19.1% | -25.0% | -9.0% |
| 6M | +13.9% | -10.3% | +24.1% | +13.2% |
| YTD | +12.6% | +24.2% | -11.6% | +8.5% |
| 1Y | +28.6% | +116.5% | -87.9% | +21.2% |
| All | +28.6% | +119.5% | -90.9% | +21.2% |
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