+58.1%
ROKU vs IRE
-85.3%
+143.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +1.2% |
| 7D | -2.6% | +7.9% | -10.6% | -3.1% |
| 30D | +2.1% | +9.3% | -7.1% | +1.0% |
| 3M | +31.8% | -52.3% | +84.1% | +34.5% |
| 6M | +53.3% | -38.5% | +91.8% | +51.0% |
| YTD | +42.1% | -54.8% | +96.9% | +39.6% |
| All | +58.1% | -85.3% | +143.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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