+44.7%
IBKR vs ROST
+54.0%
-9.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | +4.5% | -8.9% | +13.4% | +6.5% |
| 3M | +6.5% | -0.8% | +7.3% | +6.5% |
| 6M | +34.2% | +8.5% | +25.7% | +29.2% |
| YTD | +44.5% | +28.6% | +15.9% | +29.4% |
| 1Y | +44.7% | +52.3% | -7.6% | +20.1% |
| All | +44.7% | +54.0% | -9.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling