+48,454.4%
ROST vs IRM
+9,964.6%
+38,489.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.8% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -8.9% | -8.1% | -0.8% | -7.1% |
| 3M | -0.8% | -9.7% | +8.8% | +1.4% |
| 6M | +8.5% | +10.0% | -1.5% | +5.0% |
| YTD | +28.6% | +43.0% | -14.4% | +15.9% |
| 1Y | +52.3% | +32.7% | +19.7% | +39.4% |
| 3Y | +94.8% | +102.7% | -7.9% | +56.7% |
| 5Y | +110.8% | +187.6% | -76.8% | +53.4% |
| 10Y | +304.5% | +420.1% | -115.6% | +147.2% |
| All | +48,454.4% | +9,964.6% | +38,489.8% | +19,979.2% |
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 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