+25.0%
ROK vs IOVA
+362.8%
-337.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | 0.0% | -41.3% | +41.3% | +0.8% |
| 30D | -2.5% | -38.5% | +36.0% | -1.9% |
| 3M | 0.0% | +99.5% | -99.5% | -3.1% |
| 6M | +11.6% | +126.0% | -114.4% | +6.6% |
| YTD | +15.2% | +218.7% | -203.5% | +6.2% |
| 1Y | +25.0% | +378.0% | -353.0% | +10.6% |
| All | +25.0% | +362.8% | -337.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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