+52.3%
ROST vs IFF
+34.4%
+17.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | -1.8% | +2.8% | +1.3% |
| 30D | -8.9% | -2.0% | -6.9% | -8.6% |
| 3M | -0.8% | +18.5% | -19.4% | -4.6% |
| 6M | +8.5% | +11.7% | -3.2% | +5.5% |
| YTD | +28.6% | +29.6% | -1.0% | +20.0% |
| 1Y | +52.3% | +35.0% | +17.4% | +39.6% |
| All | +52.3% | +34.4% | +17.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling