+29.5%
ROK vs IOVA
-67.2%
+96.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -11.0% | -8.5% | -2.5% | -10.5% |
| 30D | -8.2% | -44.7% | +36.5% | -5.5% |
| 3M | -8.5% | +26.2% | -34.7% | -11.0% |
| 6M | -12.0% | +123.2% | -135.2% | -18.6% |
| YTD | +3.1% | +196.0% | -192.9% | -7.6% |
| 1Y | +2.9% | +240.9% | -238.1% | -8.9% |
| 3Y | +60.7% | +103.5% | -42.9% | +38.8% |
| 5Y | +29.5% | -65.5% | +95.0% | +17.3% |
| All | +29.5% | -67.2% | +96.7% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling