+25.9%
ROK vs IOVA
+254.2%
-228.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | +0.2% | -2.2% | +2.4% | +0.2% |
| 30D | -1.8% | +31.7% | -33.5% | -2.8% |
| 3M | -7.2% | +117.3% | -124.5% | -10.8% |
| 6M | +14.2% | +55.8% | -41.7% | +11.7% |
| YTD | +10.6% | +208.8% | -198.2% | +1.8% |
| 1Y | +25.9% | +255.7% | -229.8% | +13.3% |
| All | +25.9% | +254.2% | -228.3% | +13.3% |
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