+5,082.6%
ROST vs IAG
+377.5%
+4,705.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +0.9% | -0.5% | +1.5% | +0.9% |
| 30D | -8.9% | +28.9% | -37.8% | -9.9% |
| 3M | -0.8% | +19.1% | -20.0% | -1.7% |
| 6M | +8.5% | -10.3% | +18.7% | +8.5% |
| YTD | +28.6% | +24.2% | +4.4% | +26.7% |
| 1Y | +52.3% | +116.5% | -64.2% | +46.5% |
| 3Y | +94.8% | +742.8% | -648.0% | +75.8% |
| 5Y | +110.8% | +753.3% | -642.6% | +87.2% |
| 10Y | +304.5% | +403.2% | -98.7% | +256.9% |
| All | +5,082.6% | +377.5% | +4,705.1% | +4,169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling