+108.2%
ROST vs IRM
+190.5%
-82.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -2.2% | +3.0% | -5.3% | -3.1% |
| 30D | -11.4% | -5.2% | -6.2% | -10.2% |
| 3M | -1.6% | -8.0% | +6.4% | +0.3% |
| 6M | +6.8% | +9.2% | -2.3% | +2.7% |
| YTD | +25.8% | +41.0% | -15.2% | +10.7% |
| 1Y | +52.4% | +23.3% | +29.2% | +39.4% |
| 3Y | +94.4% | +102.8% | -8.5% | +37.6% |
| 5Y | +108.2% | +192.8% | -84.6% | +23.0% |
| All | +108.2% | +190.5% | -82.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling