+559.3%
ROKU vs IBN
+263.2%
+296.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.1% |
| 7D | -0.4% | -3.0% | +2.6% | +0.6% |
| 30D | +2.1% | -1.5% | +3.6% | +2.6% |
| 3M | +29.5% | +7.9% | +21.6% | +26.1% |
| 6M | +53.8% | +8.6% | +45.2% | +49.5% |
| YTD | +42.8% | -0.6% | +43.4% | +42.5% |
| 1Y | +60.7% | -7.3% | +68.1% | +63.6% |
| 3Y | +83.9% | +26.2% | +57.7% | +68.5% |
| 5Y | -52.8% | +57.8% | -110.6% | -59.2% |
| All | +559.3% | +263.2% | +296.1% | +416.1% |
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 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