+11,224.4%
ROST vs IBB
+560.8%
+10,663.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | -8.9% | +10.5% | -19.4% | -13.3% |
| 3M | -0.8% | +23.6% | -24.5% | -10.7% |
| 6M | +8.5% | +22.6% | -14.1% | -2.2% |
| YTD | +28.6% | +25.7% | +2.9% | +14.4% |
| 1Y | +52.3% | +51.4% | +1.0% | +23.8% |
| 3Y | +94.8% | +64.4% | +30.5% | +50.6% |
| 5Y | +110.8% | +22.1% | +88.6% | +85.7% |
| 10Y | +304.5% | +132.5% | +172.1% | +157.3% |
| All | +11,224.4% | +560.8% | +10,663.6% | +3,410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling