+25.0%
ROK vs IVZ
+30.5%
-5.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -2.3% |
| 7D | 0.0% | +2.6% | -2.6% | -1.1% |
| 30D | -2.5% | -3.5% | +1.0% | -1.1% |
| 3M | 0.0% | -7.4% | +7.4% | +3.1% |
| 6M | +11.6% | +14.7% | -3.1% | +3.1% |
| YTD | +15.2% | +14.6% | +0.6% | +5.9% |
| 1Y | +25.0% | +30.7% | -5.7% | +7.2% |
| All | +25.0% | +30.5% | -5.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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