+47.5%
ROK vs IFF
-35.8%
+83.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -1.2% | -3.2% | +1.9% | -0.3% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | -6.1% | +8.4% | -14.5% | -8.8% |
| 6M | +15.5% | +23.0% | -7.6% | +7.5% |
| YTD | +11.2% | +25.5% | -14.3% | +2.3% |
| 1Y | +23.8% | +29.1% | -5.2% | +12.6% |
| 3Y | +53.1% | +31.7% | +21.5% | +32.7% |
| All | +47.5% | -35.8% | +83.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling