+25.8%
ROK vs IRM
+20.9%
+4.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -5.4% | -7.8% | +2.3% | -3.3% |
| 3M | -4.0% | -7.9% | +3.9% | -2.1% |
| 6M | +13.3% | +6.3% | +7.0% | +11.8% |
| YTD | +9.3% | +38.2% | -28.8% | +0.7% |
| 1Y | +25.8% | +19.8% | +6.0% | +19.5% |
| All | +25.8% | +20.9% | +4.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling