+304.4%
ROST vs IP
+23.2%
+281.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | +0.9% | -5.3% | +6.2% | +2.9% |
| 30D | -8.9% | -10.9% | +2.0% | -5.1% |
| 3M | -0.8% | +11.2% | -12.0% | -5.7% |
| 6M | +8.5% | -10.2% | +18.7% | +10.8% |
| YTD | +28.6% | -2.0% | +30.6% | +26.0% |
| 1Y | +52.3% | -19.1% | +71.4% | +59.9% |
| 3Y | +94.8% | +20.9% | +74.0% | +61.9% |
| 5Y | +110.8% | -17.8% | +128.6% | +107.5% |
| All | +304.4% | +23.2% | +281.2% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling