+263.4%
ROK vs IOVA
+0.8%
+262.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +7.1% | -3.5% | +10.6% | +7.3% |
| 30D | -5.0% | -45.4% | +40.4% | -1.4% |
| 3M | -9.4% | +19.0% | -28.4% | -12.0% |
| 6M | -11.0% | +112.0% | -123.0% | -18.6% |
| YTD | +4.4% | +184.2% | -179.8% | -7.9% |
| 1Y | +7.4% | +222.0% | -214.6% | -6.6% |
| 3Y | +61.0% | +92.6% | -31.6% | +35.0% |
| 5Y | +30.4% | -63.2% | +93.5% | +18.6% |
| All | +263.4% | +0.8% | +262.6% | +189.4% |
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