+6.1%
IYR vs ROST
+107.5%
-101.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -2.5% | -10.3% | +7.7% | +0.2% |
| 3M | -3.0% | -2.6% | -0.4% | -2.6% |
| 6M | +1.6% | +6.5% | -4.9% | -0.7% |
| YTD | +7.3% | +25.9% | -18.6% | -0.1% |
| 1Y | +5.6% | +52.3% | -46.7% | -6.9% |
| 3Y | +28.1% | +94.6% | -66.4% | +3.8% |
| 5Y | +6.1% | +111.1% | -105.0% | -18.0% |
| All | +6.1% | +107.5% | -101.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling