+354.9%
ROK vs IOVA
+4.5%
+350.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | -1.8% | +31.7% | -33.5% | -4.1% |
| 3M | -7.2% | +117.3% | -124.5% | -13.9% |
| 6M | +14.2% | +55.8% | -41.7% | +8.0% |
| YTD | +10.6% | +208.8% | -198.2% | -2.0% |
| 1Y | +25.9% | +255.7% | -229.8% | +9.4% |
| 3Y | +50.8% | +41.7% | +9.1% | +30.7% |
| 5Y | +47.0% | -64.9% | +111.9% | +36.0% |
| 10Y | +354.9% | +6.3% | +348.6% | +266.2% |
| All | +354.9% | +4.5% | +350.4% | +266.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling