+25.0%
ROK vs IBN
+4.2%
+20.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -1.8% |
| 7D | 0.0% | +8.9% | -8.9% | -2.9% |
| 30D | -2.5% | +12.6% | -15.1% | -6.8% |
| 3M | 0.0% | +3.1% | -3.1% | -1.0% |
| 6M | +11.6% | +20.6% | -9.0% | +3.0% |
| YTD | +15.2% | +5.8% | +9.4% | +10.2% |
| 1Y | +25.0% | +3.7% | +21.3% | +19.1% |
| All | +25.0% | +4.2% | +20.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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