+6,639.3%
ROK vs IVZ
+973.1%
+5,666.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | +7.1% | +7.6% | -0.5% | +4.1% |
| 30D | -5.0% | +4.3% | -9.3% | -6.3% |
| 3M | -9.4% | -9.3% | 0.0% | -5.9% |
| 6M | -11.0% | +5.2% | -16.2% | -13.2% |
| YTD | +4.4% | +13.4% | -9.0% | -1.3% |
| 1Y | +7.4% | +25.4% | -18.0% | -2.5% |
| 3Y | +61.0% | +152.5% | -91.5% | +9.8% |
| 5Y | +30.4% | +36.7% | -6.3% | +9.0% |
| 10Y | +264.8% | +45.0% | +219.8% | +169.8% |
| All | +6,639.3% | +973.1% | +5,666.2% | +2,480.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling