+7,085.9%
ROK vs IVZ
+1,090.9%
+5,994.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -2.4% | +3.1% | -5.5% | -3.6% |
| 3M | -4.7% | +18.2% | -22.9% | -11.1% |
| 6M | +16.8% | +38.6% | -21.9% | +2.2% |
| YTD | +11.4% | +25.9% | -14.5% | +1.0% |
| 1Y | +26.2% | +51.7% | -25.5% | +6.3% |
| 3Y | +51.9% | +138.7% | -86.8% | +5.3% |
| 5Y | +46.4% | +62.8% | -16.4% | +13.8% |
| 10Y | +343.5% | +60.9% | +282.6% | +214.7% |
| All | +7,085.9% | +1,090.9% | +5,994.9% | +2,541.1% |
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 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