+120.7%
ROST vs IRM
+186.8%
-66.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -1.8% | -5.3% | +3.4% | -0.4% |
| 30D | +6.8% | -2.3% | +9.2% | +7.4% |
| 3M | -4.0% | -7.4% | +3.4% | -2.3% |
| 6M | +12.9% | -12.2% | +25.1% | +16.3% |
| YTD | +34.7% | +38.6% | -3.9% | +18.9% |
| 1Y | +49.5% | +14.9% | +34.6% | +40.1% |
| 3Y | +101.5% | +108.2% | -6.7% | +40.6% |
| 5Y | +120.7% | +183.8% | -63.2% | +28.6% |
| All | +120.7% | +186.8% | -66.2% | +28.6% |
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