+4,853.5%
ROK vs IBN
+1,532.9%
+3,320.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | -3.3% | -0.3% | -3.0% | -3.3% |
| 3M | -5.9% | +17.1% | -23.0% | -9.9% |
| 6M | +13.9% | +3.4% | +10.5% | +12.7% |
| YTD | +12.6% | +2.5% | +10.0% | +11.6% |
| 1Y | +28.6% | -4.2% | +32.8% | +29.5% |
| 3Y | +45.1% | +32.4% | +12.7% | +32.7% |
| 5Y | +45.6% | +59.2% | -13.6% | +26.0% |
| 10Y | +345.0% | +345.7% | -0.6% | +176.1% |
| All | +4,853.5% | +1,532.9% | +3,320.6% | +1,877.1% |
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