+52.3%
ROK vs IAG
+817.0%
-764.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | 0.0% |
| 30D | -1.8% | +11.4% | -13.2% | -2.7% |
| 3M | -7.2% | +33.0% | -40.2% | -9.6% |
| 6M | +14.2% | -6.0% | +20.2% | +13.4% |
| YTD | +10.6% | +24.6% | -14.0% | +8.2% |
| 1Y | +25.9% | +105.0% | -79.1% | +20.6% |
| All | +52.3% | +817.0% | -764.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling