+70,808.4%
ROST vs IP
+364.8%
+70,443.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +0.9% | -5.3% | +6.2% | +2.6% |
| 30D | -8.9% | -10.9% | +2.0% | -5.7% |
| 3M | -0.8% | +11.2% | -12.0% | -4.8% |
| 6M | +8.5% | -10.2% | +18.7% | +10.3% |
| YTD | +28.6% | -2.0% | +30.6% | +26.6% |
| 1Y | +52.3% | -19.1% | +71.4% | +58.3% |
| 3Y | +94.8% | +20.9% | +74.0% | +72.2% |
| 5Y | +110.8% | -17.8% | +128.6% | +108.9% |
| 10Y | +304.5% | +23.5% | +281.0% | +242.4% |
| All | +70,808.4% | +364.8% | +70,443.6% | +26,465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling