+95.0%
ROST vs IBB
+86.1%
+8.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +0.5% | +4.6% | -4.1% | -1.2% |
| 3M | -5.2% | +6.8% | -12.1% | -7.8% |
| 6M | +9.8% | +23.1% | -13.3% | +0.2% |
| YTD | +29.4% | +26.0% | +3.4% | +16.5% |
| 1Y | +44.4% | +30.4% | +14.0% | +27.9% |
| 3Y | +95.0% | +85.4% | +9.6% | +38.3% |
| All | +95.0% | +86.1% | +8.9% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling