+52.7%
ROST vs IP
+2.3%
+50.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.8% |
| 7D | +7.8% | +3.4% | +4.4% | +7.0% |
| 30D | +8.6% | +11.2% | -2.7% | +6.1% |
| 3M | -1.9% | -14.8% | +12.9% | +1.0% |
| 6M | +9.1% | +17.3% | -8.1% | +5.0% |
| YTD | +37.2% | -6.2% | +43.4% | +36.3% |
| 1Y | +52.7% | +2.3% | +50.4% | +44.9% |
| All | +52.7% | +2.3% | +50.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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