+1,428.5%
IBKR vs ROST
+3,257.9%
-1,829.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.2% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -0.2% | -6.9% | +6.6% | +2.7% |
| 3M | +3.0% | -3.3% | +6.3% | +3.9% |
| 6M | +33.9% | +9.0% | +24.8% | +27.7% |
| YTD | +42.5% | +28.9% | +13.6% | +26.5% |
| 1Y | +44.9% | +54.0% | -9.1% | +18.8% |
| 3Y | +293.0% | +100.7% | +192.3% | +183.8% |
| 5Y | +497.7% | +116.0% | +381.6% | +301.8% |
| 10Y | +1,004.4% | +318.4% | +686.0% | +409.0% |
| All | +1,428.5% | +3,257.9% | -1,829.4% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling