+268.2%
ROK vs IOVA
+7.2%
+261.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.3% |
| 7D | -8.5% | -7.0% | -1.5% | -7.9% |
| 30D | -6.4% | -44.4% | +38.0% | -3.1% |
| 3M | -8.8% | +24.7% | -33.5% | -11.8% |
| 6M | -10.5% | +118.6% | -129.2% | -18.3% |
| YTD | +5.4% | +196.3% | -190.9% | -7.4% |
| 1Y | +5.0% | +205.3% | -200.3% | -8.2% |
| 3Y | +64.3% | +103.8% | -39.5% | +37.2% |
| 5Y | +34.0% | -65.6% | +99.5% | +22.7% |
| 10Y | +268.2% | +6.4% | +261.7% | +192.2% |
| All | +268.2% | +7.2% | +261.0% | +192.2% |
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