+61,122.4%
ROST vs IVZ
+1,090.9%
+60,031.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -10.2% | +3.1% | -13.2% | -11.0% |
| 3M | +1.0% | +18.2% | -17.1% | -4.0% |
| 6M | +8.7% | +38.6% | -29.9% | -1.5% |
| YTD | +27.8% | +25.9% | +1.9% | +18.4% |
| 1Y | +52.7% | +51.7% | +1.0% | +33.9% |
| 3Y | +97.5% | +138.7% | -41.2% | +47.8% |
| 5Y | +111.6% | +62.8% | +48.8% | +72.5% |
| 10Y | +302.2% | +60.9% | +241.3% | +205.2% |
| All | +61,122.4% | +1,090.9% | +60,031.5% | +22,541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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