+308.5%
ROST vs IBB
+122.2%
+186.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -2.2% | -3.9% | +1.7% | -0.3% |
| 30D | -11.4% | +2.7% | -14.2% | -12.9% |
| 3M | -1.6% | +21.4% | -23.0% | -11.5% |
| 6M | +6.8% | +20.1% | -13.2% | -3.6% |
| YTD | +25.8% | +21.9% | +3.9% | +12.4% |
| 1Y | +52.4% | +44.1% | +8.3% | +24.3% |
| 3Y | +94.4% | +63.4% | +31.0% | +46.1% |
| 5Y | +108.2% | +19.8% | +88.5% | +80.9% |
| 10Y | +308.5% | +127.0% | +181.5% | +163.3% |
| All | +308.5% | +122.2% | +186.3% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling