+25.8%
ROK vs IAG
+94.1%
-68.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -1.6% | -4.1% | +2.4% | -1.0% |
| 30D | -5.4% | +10.6% | -16.1% | -7.1% |
| 3M | -4.0% | +35.4% | -39.3% | -9.1% |
| 6M | +13.3% | -9.5% | +22.9% | +12.7% |
| YTD | +9.3% | +21.8% | -12.5% | +5.2% |
| 1Y | +25.8% | +84.1% | -58.3% | +13.5% |
| All | +25.8% | +94.1% | -68.3% | +13.5% |
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