+343.5%
ROK vs IBB
+122.6%
+220.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.3% |
| 7D | +2.8% | -1.7% | +4.4% | +3.8% |
| 30D | -2.4% | +4.9% | -7.3% | -5.6% |
| 3M | -4.7% | +24.2% | -28.9% | -17.6% |
| 6M | +16.8% | +23.8% | -7.1% | +0.9% |
| YTD | +11.4% | +23.0% | -11.6% | -3.4% |
| 1Y | +26.2% | +46.2% | -20.0% | -2.0% |
| 3Y | +51.9% | +64.8% | -13.0% | +8.5% |
| 5Y | +46.4% | +20.9% | +25.5% | +24.9% |
| 10Y | +343.5% | +121.6% | +222.0% | +158.8% |
| All | +343.5% | +122.6% | +220.9% | +158.8% |
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