+45.9%
ROK vs IOVA
-66.4%
+112.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.9% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | -5.4% | +25.4% | -30.9% | -6.9% |
| 3M | -4.0% | +115.3% | -119.3% | -9.7% |
| 6M | +13.3% | +56.5% | -43.2% | +8.4% |
| YTD | +9.3% | +198.2% | -188.8% | -0.8% |
| 1Y | +25.8% | +242.0% | -216.2% | +12.2% |
| 3Y | +49.1% | +36.8% | +12.3% | +33.3% |
| 5Y | +45.9% | -64.3% | +110.1% | +33.6% |
| All | +45.9% | -66.4% | +112.3% | +33.6% |
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