+118.3%
ROST vs IOT
+54.4%
+63.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -10.3% | -4.7% | -5.6% | -9.9% |
| 3M | -2.6% | +17.8% | -20.4% | -5.0% |
| 6M | +6.5% | +16.8% | -10.3% | +3.4% |
| YTD | +25.9% | +8.4% | +17.5% | +22.6% |
| 1Y | +52.3% | -0.8% | +53.1% | +49.6% |
| 3Y | +94.6% | +25.7% | +68.8% | +77.0% |
| All | +118.3% | +54.4% | +63.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling