+2,383.6%
IBM vs ROST
+69,900.8%
-67,517.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | -10.0% | +8.5% | +0.2% |
| 3M | -16.8% | +1.2% | -18.0% | -17.1% |
| 6M | -9.0% | +8.9% | -18.0% | -10.7% |
| YTD | -20.1% | +28.1% | -48.1% | -23.7% |
| 1Y | -7.0% | +53.0% | -60.0% | -13.9% |
| 3Y | +72.4% | +97.9% | -25.5% | +52.2% |
| 5Y | +112.0% | +112.0% | 0.0% | +81.8% |
| 10Y | +131.6% | +303.0% | -171.4% | +76.9% |
| All | +2,383.6% | +69,900.8% | -67,517.2% | +926.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling