+5.0%
ROK vs IOVA
+235.7%
-230.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.3% |
| 7D | -8.5% | -7.0% | -1.5% | -8.3% |
| 30D | -6.4% | -44.4% | +38.0% | -5.8% |
| 3M | -8.8% | +24.7% | -33.5% | -9.9% |
| 6M | -10.5% | +118.6% | -129.2% | -13.8% |
| YTD | +5.4% | +196.3% | -190.9% | -1.4% |
| 1Y | +5.0% | +205.3% | -200.3% | -0.7% |
| All | +5.0% | +235.7% | -230.7% | -0.7% |
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