+54.0%
ROST vs IRE
-97.7%
+151.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.8% | +16.6% | +1.0% |
| 7D | +3.2% | -41.9% | +45.1% | +3.6% |
| 30D | +7.4% | -75.1% | +82.5% | +8.8% |
| 3M | -6.1% | -82.4% | +76.3% | -4.7% |
| 6M | +6.2% | -95.5% | +101.8% | +9.9% |
| YTD | +33.4% | -93.1% | +126.5% | +34.8% |
| 1Y | +48.8% | -97.8% | +146.6% | +52.8% |
| All | +54.0% | -97.7% | +151.8% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling