+100.7%
ROST vs IEF
+9.0%
+91.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.6% |
| 30D | -6.9% | -1.7% | -5.1% | -6.4% |
| 3M | -3.3% | -2.5% | -0.8% | -2.6% |
| 6M | +9.0% | -3.3% | +12.3% | +10.1% |
| YTD | +28.9% | -2.8% | +31.7% | +29.9% |
| 1Y | +54.0% | -2.7% | +56.7% | +55.3% |
| 3Y | +100.7% | +8.9% | +91.8% | +99.1% |
| All | +100.7% | +9.0% | +91.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling