+263.4%
ROK vs IRM
+520.0%
-256.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +7.1% | +6.8% | +0.3% | +4.2% |
| 30D | -5.0% | +2.6% | -7.6% | -5.6% |
| 3M | -9.4% | -9.5% | +0.1% | -5.6% |
| 6M | -11.0% | -8.5% | -2.5% | -7.9% |
| YTD | +4.4% | +40.3% | -35.8% | -9.8% |
| 1Y | +7.4% | +28.7% | -21.3% | -4.1% |
| 3Y | +61.0% | +111.8% | -50.9% | +11.2% |
| 5Y | +30.4% | +189.1% | -158.7% | -21.9% |
| All | +263.4% | +520.0% | -256.6% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling