+312.1%
ROST vs IJH
+184.0%
+128.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.6% |
| 7D | +0.2% | -1.9% | +2.1% | +2.0% |
| 30D | -6.9% | -4.6% | -2.2% | -2.8% |
| 3M | -3.3% | -1.2% | -2.2% | -2.5% |
| 6M | +9.0% | +9.4% | -0.4% | 0.0% |
| YTD | +28.9% | +13.3% | +15.5% | +14.0% |
| 1Y | +54.0% | +13.4% | +40.6% | +36.0% |
| 3Y | +100.7% | +50.4% | +50.3% | +31.4% |
| 5Y | +116.0% | +49.0% | +67.1% | +42.5% |
| All | +312.1% | +184.0% | +128.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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