+10,830.9%
ROST vs IBN
+1,463.9%
+9,367.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | -2.2% | -5.1% | +2.9% | -1.3% |
| 30D | -11.4% | -3.5% | -7.9% | -10.8% |
| 3M | -1.6% | +11.3% | -12.9% | -3.6% |
| 6M | +6.8% | +4.4% | +2.4% | +5.9% |
| YTD | +25.8% | -1.8% | +27.6% | +26.0% |
| 1Y | +52.4% | -8.0% | +60.4% | +54.3% |
| 3Y | +94.4% | +27.1% | +67.3% | +84.1% |
| 5Y | +108.2% | +54.5% | +53.7% | +89.8% |
| 10Y | +308.5% | +314.2% | -5.7% | +206.4% |
| All | +10,830.9% | +1,463.9% | +9,367.0% | +5,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling