+4,495.5%
ROK vs IBN
+1,760.3%
+2,735.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +7.1% | +1.9% | +5.2% | +6.6% |
| 30D | -5.0% | +22.1% | -27.1% | -10.3% |
| 3M | -9.4% | +17.1% | -26.5% | -13.5% |
| 6M | -11.0% | +35.5% | -46.5% | -18.4% |
| YTD | +4.4% | +16.8% | -12.4% | -0.4% |
| 1Y | +7.4% | +12.4% | -5.0% | +3.5% |
| 3Y | +61.0% | +58.0% | +2.9% | +39.9% |
| 5Y | +30.4% | +73.7% | -43.3% | +10.0% |
| 10Y | +264.8% | +385.6% | -120.8% | +121.1% |
| All | +4,495.5% | +1,760.3% | +2,735.2% | +1,664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling