+301.5%
ROST vs IRM
+520.0%
-218.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.3% | +6.8% | -6.5% | -2.0% |
| 30D | +0.5% | +2.6% | -2.1% | -0.6% |
| 3M | -5.2% | -9.5% | +4.2% | -2.5% |
| 6M | +9.8% | -8.5% | +18.3% | +12.0% |
| YTD | +29.4% | +40.3% | -10.9% | +12.1% |
| 1Y | +44.4% | +28.7% | +15.7% | +28.9% |
| 3Y | +95.0% | +111.8% | -16.8% | +36.8% |
| 5Y | +111.9% | +189.1% | -77.2% | +28.4% |
| All | +301.5% | +520.0% | -218.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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