+4,140.3%
ROK vs IBB
+560.8%
+3,579.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +0.7% | +1.4% | -0.7% | -0.2% |
| 30D | -3.3% | +10.5% | -13.8% | -9.4% |
| 3M | -5.9% | +23.6% | -29.5% | -17.9% |
| 6M | +13.9% | +22.6% | -8.8% | -0.4% |
| YTD | +12.6% | +25.7% | -13.1% | -3.0% |
| 1Y | +28.6% | +51.4% | -22.8% | -1.2% |
| 3Y | +45.1% | +64.4% | -19.3% | +5.5% |
| 5Y | +45.6% | +22.1% | +23.4% | +25.2% |
| 10Y | +345.0% | +132.5% | +212.6% | +150.6% |
| All | +4,140.3% | +560.8% | +3,579.5% | +884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling