+99.7%
ROST vs IBN
+56.7%
+42.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +0.9% | +5.7% | -4.9% | -0.3% |
| 30D | +5.1% | +20.5% | -15.4% | +1.1% |
| 3M | -4.3% | +15.2% | -19.5% | -7.1% |
| 6M | +9.4% | +34.5% | -25.1% | +3.1% |
| YTD | +32.5% | +16.4% | +16.1% | +27.2% |
| 1Y | +46.9% | +13.5% | +33.3% | +41.4% |
| All | +99.7% | +56.7% | +42.9% | +82.2% |
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