+30.1%
ROK vs IBN
+73.5%
-43.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +7.1% | +1.9% | +5.2% | +6.4% |
| 30D | -5.0% | +22.1% | -27.1% | -12.0% |
| 3M | -9.4% | +17.1% | -26.5% | -14.8% |
| 6M | -11.0% | +35.5% | -46.5% | -21.1% |
| YTD | +4.4% | +16.8% | -12.4% | -2.2% |
| 1Y | +7.4% | +12.4% | -5.0% | +2.0% |
| 3Y | +61.0% | +58.0% | +2.9% | +28.3% |
| All | +30.1% | +73.5% | -43.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling