+583.1%
ROKU vs IP
-4.1%
+587.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +3.5% | -5.1% | +8.5% | +5.1% |
| 30D | +5.1% | +8.5% | -3.4% | +2.2% |
| 3M | +7.0% | -13.8% | +20.8% | +11.5% |
| 6M | +25.4% | +5.7% | +19.7% | +21.5% |
| YTD | +48.0% | -9.1% | +57.1% | +48.3% |
| 1Y | +53.1% | -0.8% | +54.0% | +48.5% |
| 3Y | +92.7% | +14.8% | +77.9% | +68.6% |
| 5Y | -42.4% | -11.5% | -30.9% | -45.3% |
| All | +583.1% | -4.1% | +587.2% | +616.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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