+25.0%
ROK vs IBB
+42.2%
-17.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | 0.0% | +2.2% | -2.2% | -0.8% |
| 30D | -2.5% | +6.3% | -8.8% | -4.6% |
| 3M | 0.0% | +16.3% | -16.3% | -6.8% |
| 6M | +11.6% | +30.0% | -18.4% | -3.9% |
| YTD | +15.2% | +31.1% | -16.0% | -1.1% |
| 1Y | +25.0% | +42.0% | -17.0% | +0.9% |
| All | +25.0% | +42.2% | -17.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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