+100.7%
ROST vs IFF
+29.0%
+71.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.5% |
| 7D | +0.2% | -3.2% | +3.4% | +1.0% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | -3.3% | +8.4% | -11.8% | -5.5% |
| 6M | +9.0% | +23.0% | -14.0% | +2.9% |
| YTD | +28.9% | +25.5% | +3.4% | +20.3% |
| 1Y | +54.0% | +29.1% | +24.9% | +42.4% |
| 3Y | +100.7% | +31.7% | +69.1% | +87.0% |
| All | +100.7% | +29.0% | +71.7% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling