+112.7%
ROST vs IOVA
-67.2%
+179.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.2% | -8.5% | +11.7% | +3.7% |
| 30D | +7.4% | -44.7% | +52.2% | +10.2% |
| 3M | -6.1% | +26.2% | -32.3% | -8.9% |
| 6M | +6.2% | +123.2% | -117.0% | -1.7% |
| YTD | +33.4% | +196.0% | -162.5% | +20.0% |
| 1Y | +48.8% | +240.9% | -192.1% | +32.1% |
| 3Y | +99.5% | +103.5% | -4.0% | +69.5% |
| 5Y | +112.7% | -65.5% | +178.1% | +96.6% |
| All | +112.7% | -67.2% | +179.9% | +96.6% |
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