+47.0%
ROK vs IBN
+54.0%
-7.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +0.2% | -5.1% | +5.3% | +2.1% |
| 30D | -1.8% | -3.5% | +1.7% | -0.5% |
| 3M | -7.2% | +11.3% | -18.5% | -10.9% |
| 6M | +14.2% | +4.4% | +9.7% | +12.0% |
| YTD | +10.6% | -1.8% | +12.4% | +10.7% |
| 1Y | +25.9% | -8.0% | +33.9% | +28.6% |
| 3Y | +50.8% | +27.1% | +23.7% | +32.7% |
| 5Y | +47.0% | +54.5% | -7.4% | +16.7% |
| All | +47.0% | +54.0% | -7.0% | +16.7% |
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