+0.9%
ROK vs IBB
+38.4%
-37.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.3% |
| 7D | -11.5% | +2.7% | -14.2% | -12.0% |
| 30D | -10.0% | +6.3% | -16.3% | -11.6% |
| 3M | -11.4% | +11.1% | -22.5% | -15.2% |
| 6M | -13.7% | +29.2% | -42.9% | -25.1% |
| YTD | +1.0% | +30.2% | -29.2% | -12.4% |
| All | +0.9% | +38.4% | -37.5% | -15.8% |
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 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