+66.9%
IYR vs ROST
+317.9%
-250.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | 0.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -2.7% | -6.9% | +4.2% | -0.5% |
| 3M | -2.1% | -3.3% | +1.2% | -1.4% |
| 6M | +3.6% | +9.0% | -5.5% | 0.0% |
| YTD | +8.1% | +28.9% | -20.7% | -1.4% |
| 1Y | +4.7% | +54.0% | -49.3% | -10.2% |
| 3Y | +29.1% | +100.7% | -71.6% | -0.3% |
| 5Y | +6.9% | +116.0% | -109.1% | -21.9% |
| All | +66.9% | +317.9% | -250.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling