+317.8%
ROST vs IP
+22.3%
+295.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -1.8% | -2.8% | +1.0% | -0.8% |
| 30D | +6.8% | +9.2% | -2.4% | +3.3% |
| 3M | -4.0% | -16.1% | +12.1% | +2.1% |
| 6M | +12.9% | +9.6% | +3.3% | +7.4% |
| YTD | +34.7% | -8.8% | +43.5% | +35.3% |
| 1Y | +49.5% | -5.5% | +55.0% | +47.8% |
| 3Y | +101.5% | +19.6% | +81.9% | +66.7% |
| 5Y | +120.7% | -13.5% | +134.1% | +110.3% |
| 10Y | +317.8% | +22.4% | +295.4% | +229.9% |
| All | +317.8% | +22.3% | +295.6% | +229.9% |
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 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