+59.1%
ROK vs IBB
+86.3%
-27.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.9% |
| 7D | -11.5% | +2.7% | -14.2% | -12.6% |
| 30D | -10.0% | +6.3% | -16.3% | -12.9% |
| 3M | -11.4% | +11.1% | -22.5% | -17.2% |
| 6M | -13.7% | +29.2% | -42.9% | -27.7% |
| YTD | +1.0% | +30.2% | -29.2% | -16.0% |
| 1Y | +5.6% | +39.5% | -33.9% | -16.4% |
| 3Y | +59.1% | +92.3% | -33.3% | -1.3% |
| All | +59.1% | +86.3% | -27.3% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling