+61,240.7%
ROST vs IVZ
+1,090.9%
+60,149.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | -10.0% | +3.1% | -13.1% | -10.8% |
| 3M | +1.2% | +18.2% | -16.9% | -3.8% |
| 6M | +8.9% | +38.6% | -29.7% | -1.3% |
| YTD | +28.1% | +25.9% | +2.2% | +18.7% |
| 1Y | +53.0% | +51.7% | +1.3% | +34.1% |
| 3Y | +97.9% | +138.7% | -40.8% | +48.0% |
| 5Y | +112.0% | +62.8% | +49.2% | +72.9% |
| 10Y | +303.0% | +60.9% | +242.0% | +205.8% |
| All | +61,240.7% | +1,090.9% | +60,149.8% | +22,584.5% |
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