+11,338.5%
ROST vs IJR
+1,130.2%
+10,208.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.0% |
| 7D | -2.2% | -1.1% | -1.1% | -1.4% |
| 30D | -11.4% | -3.6% | -7.8% | -8.9% |
| 3M | -1.6% | +2.3% | -3.9% | -3.5% |
| 6M | +6.8% | +14.3% | -7.5% | -3.7% |
| YTD | +25.8% | +19.3% | +6.5% | +9.5% |
| 1Y | +52.4% | +22.6% | +29.8% | +29.8% |
| 3Y | +94.4% | +53.5% | +40.8% | +35.5% |
| 5Y | +108.2% | +39.9% | +68.3% | +56.2% |
| 10Y | +308.5% | +172.1% | +136.4% | +85.0% |
| All | +11,338.5% | +1,130.2% | +10,208.3% | +1,636.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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