+2,818.4%
ROK vs IAG
+377.5%
+2,440.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.3% | +28.9% | -32.2% | -5.6% |
| 3M | -5.9% | +19.1% | -25.0% | -7.7% |
| 6M | +13.9% | -10.3% | +24.1% | +14.1% |
| YTD | +12.6% | +24.2% | -11.6% | +9.3% |
| 1Y | +28.6% | +116.5% | -87.9% | +18.7% |
| 3Y | +45.1% | +742.8% | -697.7% | +15.6% |
| 5Y | +45.6% | +753.3% | -707.8% | +11.9% |
| 10Y | +345.0% | +403.2% | -58.2% | +232.5% |
| All | +2,818.4% | +377.5% | +2,440.9% | +1,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling