+98.6%
ROST vs IOVA
+49.0%
+49.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | +0.9% | +9.7% | -8.8% | +0.5% |
| 30D | -8.9% | +102.5% | -111.4% | -12.7% |
| 3M | -0.8% | +100.7% | -101.5% | -5.3% |
| 6M | +8.5% | +106.3% | -97.9% | +2.8% |
| YTD | +28.6% | +222.0% | -193.4% | +18.6% |
| 1Y | +52.3% | +299.5% | -247.2% | +37.8% |
| All | +98.6% | +49.0% | +49.6% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling