+100.7%
ROST vs IJH
+49.7%
+51.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +0.2% | -1.9% | +2.1% | +1.4% |
| 30D | -6.9% | -4.6% | -2.2% | -4.1% |
| 3M | -3.3% | -1.2% | -2.2% | -2.8% |
| 6M | +9.0% | +9.4% | -0.4% | +2.8% |
| YTD | +28.9% | +13.3% | +15.5% | +18.6% |
| 1Y | +54.0% | +13.4% | +40.6% | +41.5% |
| 3Y | +100.7% | +50.4% | +50.3% | +50.1% |
| All | +100.7% | +49.7% | +51.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling