+26.1%
ROK vs IP
-9.5%
+35.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.7% |
| 7D | -11.5% | -3.0% | -8.5% | -10.6% |
| 30D | -10.0% | +10.6% | -20.6% | -12.9% |
| 3M | -11.4% | -13.6% | +2.1% | -7.4% |
| 6M | -13.7% | +10.4% | -24.1% | -17.6% |
| YTD | +1.0% | -6.5% | +7.5% | +0.7% |
| 1Y | +5.6% | -2.1% | +7.8% | +3.4% |
| 3Y | +59.1% | +22.0% | +37.1% | +33.6% |
| 5Y | +26.1% | -9.7% | +35.8% | +18.7% |
| All | +26.1% | -9.5% | +35.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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