+30.1%
ROK vs IVZ
+34.9%
-4.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +7.1% | +6.8% | +0.3% | +3.8% |
| 30D | -5.0% | +3.5% | -8.5% | -6.2% |
| 3M | -9.4% | -10.0% | +0.6% | -4.9% |
| 6M | -11.0% | +4.5% | -15.5% | -13.5% |
| YTD | +4.4% | +12.6% | -8.1% | -2.4% |
| 1Y | +7.4% | +24.4% | -17.0% | -4.3% |
| 3Y | +61.0% | +150.6% | -89.6% | +0.8% |
| All | +30.1% | +34.9% | -4.8% | -0.1% |
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