+301.5%
ROST vs IBN
+385.6%
-84.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.3% | +1.9% | -1.6% | -0.4% |
| 30D | +0.5% | +22.1% | -21.6% | -6.3% |
| 3M | -5.2% | +17.1% | -22.3% | -10.4% |
| 6M | +9.8% | +35.5% | -25.7% | -1.3% |
| YTD | +29.4% | +16.8% | +12.6% | +21.9% |
| 1Y | +44.4% | +12.4% | +32.0% | +37.7% |
| 3Y | +95.0% | +58.0% | +37.0% | +61.7% |
| 5Y | +111.9% | +73.7% | +38.1% | +68.4% |
| All | +301.5% | +385.6% | -84.1% | +151.8% |
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