+11,411.7%
ROST vs IBN
+1,753.3%
+9,658.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +0.9% | +5.7% | -4.9% | -0.2% |
| 30D | +5.1% | +20.5% | -15.4% | +1.5% |
| 3M | -4.3% | +15.2% | -19.5% | -6.8% |
| 6M | +9.4% | +34.5% | -25.1% | +3.4% |
| YTD | +32.5% | +16.4% | +16.1% | +28.5% |
| 1Y | +46.9% | +13.5% | +33.3% | +43.0% |
| 3Y | +98.1% | +55.4% | +42.7% | +80.6% |
| 5Y | +116.9% | +73.1% | +43.9% | +93.6% |
| 10Y | +310.9% | +383.7% | -72.9% | +199.9% |
| All | +11,411.7% | +1,753.3% | +9,658.4% | +5,622.6% |
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