+263.4%
ROK vs IBN
+385.6%
-122.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +7.1% | +1.9% | +5.2% | +6.5% |
| 30D | -5.0% | +22.1% | -27.1% | -11.1% |
| 3M | -9.4% | +17.1% | -26.5% | -14.2% |
| 6M | -11.0% | +35.5% | -46.5% | -19.6% |
| YTD | +4.4% | +16.8% | -12.4% | -1.3% |
| 1Y | +7.4% | +12.4% | -5.0% | +2.8% |
| 3Y | +61.0% | +58.0% | +2.9% | +36.2% |
| 5Y | +30.4% | +73.7% | -43.3% | +6.3% |
| All | +263.4% | +385.6% | -122.2% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling