+5,114.9%
ROST vs IAG
+303.8%
+4,811.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | +9.8% | -7.8% | +17.7% | +9.8% |
| YTD | +29.4% | +5.0% | +24.4% | +28.2% |
| 1Y | +44.4% | +25.7% | +18.7% | +41.9% |
| 3Y | +95.0% | +694.5% | -599.5% | +76.3% |
| 5Y | +111.9% | +421.7% | -309.8% | +91.3% |
| 10Y | +301.2% | +382.5% | -81.2% | +255.1% |
| All | +5,114.9% | +303.8% | +4,811.1% | +4,218.8% |
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