+311.1%
ROST vs IBB
+127.7%
+183.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | +0.9% | +1.6% | -0.8% | 0.0% |
| 30D | +5.1% | +6.7% | -1.6% | +1.6% |
| 3M | -4.3% | +6.3% | -10.6% | -7.7% |
| 6M | +9.4% | +23.9% | -14.5% | -3.3% |
| YTD | +32.5% | +26.6% | +5.9% | +15.3% |
| 1Y | +46.9% | +29.6% | +17.2% | +26.2% |
| 3Y | +98.1% | +86.1% | +12.0% | +37.1% |
| 5Y | +116.9% | +40.3% | +76.6% | +72.8% |
| All | +311.1% | +127.7% | +183.4% | +152.5% |
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