+49,929.6%
ROST vs IRM
+9,844.9%
+40,084.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +0.9% | +8.6% | -7.8% | -1.3% |
| 30D | +5.1% | 0.0% | +5.1% | +4.9% |
| 3M | -4.3% | -7.1% | +2.9% | -2.8% |
| 6M | +9.4% | -7.9% | +17.3% | +10.9% |
| YTD | +32.5% | +41.3% | -8.8% | +19.5% |
| 1Y | +46.9% | +20.7% | +26.2% | +37.7% |
| 3Y | +98.1% | +112.2% | -14.0% | +57.1% |
| 5Y | +116.9% | +191.2% | -74.3% | +57.1% |
| 10Y | +310.9% | +524.3% | -213.5% | +140.9% |
| All | +49,929.6% | +9,844.9% | +40,084.7% | +20,595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling