+317.8%
ROST vs IOVA
+7.2%
+310.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +1.0% |
| 7D | -1.8% | -7.0% | +5.2% | -1.3% |
| 30D | +6.8% | -44.4% | +51.3% | +10.3% |
| 3M | -4.0% | +24.7% | -28.7% | -7.3% |
| 6M | +12.9% | +118.6% | -105.8% | +3.1% |
| YTD | +34.7% | +196.3% | -161.6% | +18.6% |
| 1Y | +49.5% | +205.3% | -155.8% | +30.9% |
| 3Y | +101.5% | +103.8% | -2.3% | +67.1% |
| 5Y | +120.7% | -65.6% | +186.3% | +101.6% |
| 10Y | +317.8% | +6.4% | +311.4% | +237.2% |
| All | +317.8% | +7.2% | +310.7% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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