+348.5%
ROK vs IVZ
+65.9%
+282.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -1.2% | -2.4% | +1.1% | -0.2% |
| 30D | -4.8% | +3.0% | -7.8% | -6.1% |
| 3M | -6.1% | +14.9% | -21.0% | -12.2% |
| 6M | +15.5% | +36.7% | -21.3% | -0.1% |
| YTD | +11.2% | +25.7% | -14.5% | -0.5% |
| 1Y | +23.8% | +47.7% | -23.9% | +3.1% |
| 3Y | +53.1% | +138.8% | -85.7% | +0.9% |
| 5Y | +48.3% | +62.1% | -13.8% | +10.7% |
| All | +348.5% | +65.9% | +282.6% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling