+302.7%
ROST vs IAG
+423.2%
-120.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.3% |
| 30D | -10.3% | +10.6% | -20.9% | -10.7% |
| 3M | -2.6% | +35.4% | -38.0% | -4.0% |
| 6M | +6.5% | -9.5% | +16.1% | +6.6% |
| YTD | +25.9% | +21.8% | +4.1% | +24.2% |
| 1Y | +52.3% | +84.1% | -31.8% | +47.4% |
| 3Y | +94.6% | +817.4% | -722.8% | +74.9% |
| 5Y | +111.1% | +830.1% | -719.0% | +86.1% |
| All | +302.7% | +423.2% | -120.5% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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