+45.9%
ROK vs IVZ
+57.9%
-12.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | -5.4% | +2.5% | -7.9% | -6.6% |
| 3M | -4.0% | +17.1% | -21.0% | -11.2% |
| 6M | +13.3% | +35.1% | -21.8% | -2.1% |
| YTD | +9.3% | +24.3% | -15.0% | -2.1% |
| 1Y | +25.8% | +48.7% | -22.9% | +3.6% |
| 3Y | +49.1% | +135.6% | -86.5% | -3.2% |
| 5Y | +45.9% | +60.3% | -14.5% | +3.1% |
| All | +45.9% | +57.9% | -12.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling