+312.1%
ROST vs IRM
+440.8%
-128.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.6% |
| 7D | +0.2% | -1.4% | +1.7% | +0.7% |
| 30D | -6.9% | -7.4% | +0.5% | -4.6% |
| 3M | -3.3% | -7.4% | +4.0% | -1.3% |
| 6M | +9.0% | +8.7% | +0.4% | +4.6% |
| YTD | +28.9% | +40.9% | -12.1% | +12.1% |
| 1Y | +54.0% | +20.5% | +33.5% | +40.9% |
| 3Y | +100.7% | +101.7% | -1.0% | +44.7% |
| 5Y | +116.0% | +197.7% | -81.6% | +30.7% |
| All | +312.1% | +440.8% | -128.7% | +86.8% |
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