+107.6%
ROST vs IP
-12.5%
+120.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.2% |
| 7D | +1.3% | -5.0% | +6.2% | +2.7% |
| 30D | +4.9% | +6.5% | -1.6% | +3.0% |
| 3M | -6.9% | -18.0% | +11.1% | -2.0% |
| 6M | +3.8% | +10.3% | -6.5% | 0.0% |
| YTD | +31.4% | -9.9% | +41.3% | +32.6% |
| 1Y | +46.2% | -1.1% | +47.3% | +43.2% |
| 3Y | +99.8% | +13.0% | +86.8% | +73.4% |
| 5Y | +107.6% | -12.3% | +119.9% | +111.5% |
| All | +107.6% | -12.5% | +120.1% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling