+699.9%
IYR vs ROST
+14,328.2%
-13,628.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -2.5% | -10.0% | +7.5% | +0.9% |
| 3M | +1.5% | +1.2% | +0.2% | +0.6% |
| 6M | +3.9% | +8.9% | -5.1% | +0.1% |
| YTD | +9.5% | +28.1% | -18.5% | -0.5% |
| 1Y | +7.5% | +53.0% | -45.5% | -8.4% |
| 3Y | +30.8% | +97.9% | -67.1% | +0.3% |
| 5Y | +4.8% | +112.0% | -107.2% | -24.3% |
| 10Y | +64.3% | +303.0% | -238.6% | -11.0% |
| All | +699.9% | +14,328.2% | -13,628.4% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling