+864.2%
ROK vs IOVA
-91.6%
+955.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.3% |
| 7D | +0.7% | +9.7% | -9.1% | +0.5% |
| 30D | -3.3% | +102.5% | -105.8% | -5.0% |
| 3M | -5.9% | +100.7% | -106.5% | -7.7% |
| 6M | +13.9% | +106.3% | -92.5% | +11.4% |
| YTD | +12.6% | +222.0% | -209.4% | +8.9% |
| 1Y | +28.6% | +299.5% | -271.0% | +23.5% |
| 3Y | +45.1% | +42.9% | +2.2% | +40.0% |
| 5Y | +45.6% | -65.0% | +110.5% | +42.1% |
| 10Y | +345.0% | +10.3% | +334.7% | +324.4% |
| All | +864.2% | -91.6% | +955.8% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling