+341.2%
ROK vs IBN
+316.4%
+24.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -1.6% | -5.5% | +3.9% | +0.1% |
| 30D | -5.4% | -3.4% | -2.0% | -4.4% |
| 3M | -4.0% | +8.7% | -12.6% | -6.5% |
| 6M | +13.3% | +3.7% | +9.6% | +11.9% |
| YTD | +9.3% | -2.4% | +11.7% | +9.8% |
| 1Y | +25.8% | -8.1% | +33.9% | +28.4% |
| 3Y | +49.1% | +26.3% | +22.8% | +36.1% |
| 5Y | +45.9% | +54.9% | -9.1% | +24.1% |
| All | +341.2% | +316.4% | +24.7% | +187.6% |
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