+15,078.6%
ROK vs IFF
+833.5%
+14,245.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +0.2% | -3.0% | +3.2% | +1.6% |
| 30D | -1.8% | -0.9% | -0.9% | -1.5% |
| 3M | -7.2% | +11.8% | -19.0% | -12.5% |
| 6M | +14.2% | +16.5% | -2.4% | +4.5% |
| YTD | +10.6% | +26.5% | -15.9% | -3.2% |
| 1Y | +25.9% | +32.7% | -6.8% | +7.2% |
| 3Y | +50.8% | +32.0% | +18.8% | +23.7% |
| 5Y | +47.0% | -36.1% | +83.1% | +64.6% |
| 10Y | +354.9% | -20.1% | +375.0% | +328.9% |
| All | +15,078.6% | +833.5% | +14,245.2% | +4,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling