+49.0%
ROST vs IRE
-97.2%
+146.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.3% | -2.2% |
| 7D | +1.2% | -27.2% | +28.4% | +1.4% |
| 30D | +2.5% | -75.1% | +77.6% | +3.9% |
| 3M | -9.0% | -77.9% | +68.9% | -7.9% |
| 6M | +1.3% | -94.6% | +95.9% | +4.6% |
| YTD | +29.1% | -91.5% | +120.6% | +30.1% |
| 1Y | +45.4% | -97.8% | +143.3% | +49.8% |
| All | +49.0% | -97.2% | +146.2% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling