+108.2%
ROST vs IVZ
+61.5%
+46.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -11.4% | +1.8% | -13.2% | -12.0% |
| 3M | -1.6% | +15.7% | -17.4% | -6.3% |
| 6M | +6.8% | +36.3% | -29.5% | -3.6% |
| YTD | +25.8% | +24.9% | +0.9% | +16.0% |
| 1Y | +52.4% | +48.9% | +3.5% | +32.5% |
| 3Y | +94.4% | +136.8% | -42.4% | +38.8% |
| 5Y | +108.2% | +60.0% | +48.2% | +65.1% |
| All | +108.2% | +61.5% | +46.7% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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