+54.0%
ROST vs IFF
+33.4%
+20.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.4% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | -3.3% | +8.4% | -11.8% | -5.3% |
| 6M | +9.0% | +23.0% | -14.0% | +4.3% |
| YTD | +28.9% | +25.5% | +3.4% | +21.3% |
| 1Y | +54.0% | +29.1% | +24.9% | +42.6% |
| All | +54.0% | +33.4% | +20.6% | +42.6% |
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