+262.6%
ROK vs IBB
+130.8%
+131.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.7% |
| 7D | -11.0% | +0.8% | -11.8% | -11.2% |
| 30D | -8.2% | +5.2% | -13.4% | -10.9% |
| 3M | -8.5% | +8.6% | -17.0% | -13.5% |
| 6M | -12.0% | +27.8% | -39.8% | -25.6% |
| YTD | +3.1% | +28.8% | -25.7% | -13.4% |
| 1Y | +2.9% | +36.4% | -33.5% | -16.8% |
| 3Y | +60.7% | +89.3% | -28.7% | +4.6% |
| 5Y | +29.5% | +43.3% | -13.8% | -0.7% |
| 10Y | +262.6% | +130.6% | +132.0% | +99.5% |
| All | +262.6% | +130.8% | +131.9% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling