+97.9%
ROST vs IBN
+29.3%
+68.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.7% |
| 30D | -10.0% | -2.3% | -7.7% | -9.6% |
| 3M | +1.2% | +15.9% | -14.6% | -1.7% |
| 6M | +8.9% | +5.6% | +3.4% | +7.3% |
| YTD | +28.1% | -0.1% | +28.1% | +27.0% |
| 1Y | +53.0% | -6.5% | +59.5% | +53.0% |
| 3Y | +97.9% | +29.3% | +68.6% | +84.9% |
| All | +97.9% | +29.3% | +68.6% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling