+308.5%
ROST vs IOVA
+4.5%
+304.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.5% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -11.4% | +31.7% | -43.1% | -13.5% |
| 3M | -1.6% | +117.3% | -118.9% | -8.5% |
| 6M | +6.8% | +55.8% | -49.0% | +1.3% |
| YTD | +25.8% | +208.8% | -183.0% | +12.2% |
| 1Y | +52.4% | +255.7% | -203.3% | +33.2% |
| 3Y | +94.4% | +41.7% | +52.7% | +68.4% |
| 5Y | +108.2% | -64.9% | +173.1% | +92.6% |
| 10Y | +308.5% | +6.3% | +302.2% | +238.3% |
| All | +308.5% | +4.5% | +304.0% | +238.3% |
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