+95.0%
ROST vs IAG
+663.0%
-568.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +0.3% | -7.7% | +7.9% | +0.6% |
| 30D | +0.5% | +1.6% | -1.1% | +0.3% |
| 3M | -5.2% | -2.4% | -2.8% | -5.4% |
| 6M | +9.8% | -7.8% | +17.7% | +9.8% |
| YTD | +29.4% | +5.0% | +24.4% | +27.8% |
| 1Y | +44.4% | +25.7% | +18.7% | +41.0% |
| 3Y | +95.0% | +694.5% | -599.5% | +73.6% |
| All | +95.0% | +663.0% | -568.0% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling