+302.7%
ROST vs IBN
+316.4%
-13.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -5.5% | +3.0% | -0.7% |
| 30D | -10.3% | -3.4% | -6.9% | -9.3% |
| 3M | -2.6% | +8.7% | -11.3% | -5.3% |
| 6M | +6.5% | +3.7% | +2.8% | +5.0% |
| YTD | +25.9% | -2.4% | +28.3% | +26.3% |
| 1Y | +52.3% | -8.1% | +60.4% | +55.5% |
| 3Y | +94.6% | +26.3% | +68.2% | +75.3% |
| 5Y | +111.1% | +54.9% | +56.2% | +75.8% |
| All | +302.7% | +316.4% | -13.7% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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