+111.9%
ROST vs IOVA
-63.0%
+174.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.2% | +5.1% | -4.8% | -0.1% |
| 30D | -10.0% | +37.2% | -47.2% | -12.0% |
| 3M | +1.2% | +117.5% | -116.3% | -4.7% |
| 6M | +8.9% | +69.6% | -60.6% | +3.6% |
| YTD | +28.1% | +218.7% | -190.6% | +16.1% |
| 1Y | +53.0% | +265.5% | -212.6% | +36.4% |
| 3Y | +97.9% | +46.2% | +51.6% | +74.2% |
| All | +111.9% | -63.0% | +174.9% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling