+11,265.9%
ROST vs IBB
+566.2%
+10,699.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.6% |
| 7D | +1.2% | -1.8% | +3.1% | +2.1% |
| 30D | +2.5% | +5.1% | -2.6% | 0.0% |
| 3M | -9.0% | +10.7% | -19.7% | -13.6% |
| 6M | +1.3% | +22.9% | -21.5% | -8.8% |
| YTD | +29.1% | +26.7% | +2.4% | +14.1% |
| 1Y | +45.4% | +35.1% | +10.3% | +24.6% |
| 3Y | +94.9% | +80.2% | +14.7% | +43.9% |
| 5Y | +104.0% | +37.8% | +66.1% | +69.8% |
| 10Y | +314.8% | +161.2% | +153.6% | +150.3% |
| All | +11,265.9% | +566.2% | +10,699.8% | +3,401.7% |
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