+108.2%
ROST vs IAG
+804.8%
-696.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -11.4% | +11.4% | -22.9% | -12.1% |
| 3M | -1.6% | +33.0% | -34.7% | -3.8% |
| 6M | +6.8% | -6.0% | +12.8% | +6.7% |
| YTD | +25.8% | +24.6% | +1.2% | +22.7% |
| 1Y | +52.4% | +105.0% | -52.6% | +42.8% |
| 3Y | +94.4% | +837.9% | -743.5% | +58.4% |
| 5Y | +108.2% | +817.0% | -708.8% | +62.1% |
| All | +108.2% | +804.8% | -696.6% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling