+5,108.7%
ROK vs IRM
+9,897.4%
-4,788.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +1.6% | +1.1% | +2.2% |
| 30D | -2.4% | -4.2% | +1.8% | -1.1% |
| 3M | -4.7% | -5.4% | +0.7% | -3.2% |
| 6M | +16.8% | +12.0% | +4.7% | +11.7% |
| YTD | +11.4% | +42.0% | -30.7% | -2.1% |
| 1Y | +26.2% | +29.9% | -3.7% | +13.8% |
| 3Y | +51.9% | +104.4% | -52.5% | +15.0% |
| 5Y | +46.4% | +191.0% | -144.6% | -2.5% |
| 10Y | +343.5% | +417.1% | -73.6% | +134.4% |
| All | +5,108.7% | +9,897.4% | -4,788.7% | +1,604.0% |
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