+69,340.9%
ROST vs IFF
+830.6%
+68,510.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.4% |
| 30D | -10.3% | -1.1% | -9.2% | -9.9% |
| 3M | -2.6% | +13.8% | -16.4% | -7.7% |
| 6M | +6.5% | +16.7% | -10.1% | -1.1% |
| YTD | +25.9% | +26.1% | -0.2% | +12.9% |
| 1Y | +52.3% | +33.5% | +18.8% | +33.2% |
| 3Y | +94.6% | +31.6% | +63.0% | +66.7% |
| 5Y | +111.1% | -34.9% | +146.0% | +130.8% |
| 10Y | +308.9% | -20.3% | +329.2% | +293.5% |
| All | +69,340.9% | +830.6% | +68,510.3% | +19,113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling