+99.5%
ROST vs IAG
+797.8%
-698.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +0.2% | +4.3% | -4.0% | 0.0% |
| 30D | -10.0% | +9.8% | -19.8% | -10.4% |
| 3M | +1.2% | +28.9% | -27.7% | -0.2% |
| 6M | +8.9% | -7.6% | +16.5% | +9.0% |
| YTD | +28.1% | +22.0% | +6.1% | +25.9% |
| 1Y | +53.0% | +99.5% | -46.5% | +45.8% |
| All | +99.5% | +797.8% | -698.3% | +75.5% |
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 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