+301.5%
ROST vs IOVA
+0.8%
+300.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | +0.3% | -3.5% | +3.7% | +0.5% |
| 30D | +0.5% | -45.4% | +45.9% | +3.9% |
| 3M | -5.2% | +19.0% | -24.3% | -8.2% |
| 6M | +9.8% | +112.0% | -102.2% | +0.5% |
| YTD | +29.4% | +184.2% | -154.9% | +14.2% |
| 1Y | +44.4% | +222.0% | -177.6% | +25.8% |
| 3Y | +95.0% | +92.6% | +2.4% | +62.4% |
| 5Y | +111.9% | -63.2% | +175.0% | +92.2% |
| All | +301.5% | +0.8% | +300.7% | +224.8% |
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