+4,594.0%
ROL vs IRM
+9,521.2%
-4,927.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.1% |
| 7D | +7.5% | -3.8% | +11.3% | +8.3% |
| 30D | +21.1% | -3.2% | +24.3% | +21.7% |
| 3M | +3.1% | -7.8% | +10.9% | +4.6% |
| 6M | -27.4% | -12.7% | -14.7% | -25.7% |
| YTD | -34.7% | +36.7% | -71.4% | -40.6% |
| 1Y | -32.9% | +10.0% | -43.0% | -35.8% |
| 3Y | +6.1% | +107.2% | -101.1% | -15.2% |
| 5Y | +16.3% | +181.6% | -165.2% | -15.1% |
| 10Y | +214.9% | +481.1% | -266.3% | +83.0% |
| All | +4,594.0% | +9,521.2% | -4,927.1% | +1,637.6% |
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