+105.8%
ROST vs IP
-12.0%
+117.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +1.2% | -5.1% | +6.3% | +2.7% |
| 30D | +2.5% | +8.5% | -6.1% | +0.1% |
| 3M | -9.0% | -13.8% | +4.9% | -5.4% |
| 6M | +1.3% | +5.7% | -4.4% | -1.2% |
| YTD | +29.1% | -9.1% | +38.2% | +29.9% |
| 1Y | +45.4% | -0.8% | +46.2% | +42.4% |
| 3Y | +94.9% | +14.8% | +80.1% | +68.1% |
| All | +105.8% | -12.0% | +117.8% | +110.9% |
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 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