+52.7%
ROST vs IRE
-97.6%
+150.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -23.2% | +29.3% | +6.3% |
| 7D | +7.8% | -46.8% | +54.6% | +8.3% |
| 30D | +8.6% | -75.5% | +84.1% | +10.0% |
| 3M | -1.9% | -79.4% | +77.5% | -0.6% |
| 6M | +9.1% | -91.3% | +100.4% | +11.4% |
| YTD | +37.2% | -90.8% | +128.1% | +38.6% |
| 1Y | +52.7% | -97.7% | +150.5% | +54.7% |
| All | +52.7% | -97.6% | +150.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling