-22.1%
ROP vs IRM
+34.4%
-56.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.5% |
| 7D | -4.4% | -0.5% | -4.0% | -4.5% |
| 30D | +3.2% | -8.1% | +11.3% | +2.8% |
| 3M | +23.1% | -9.7% | +32.7% | +22.8% |
| 6M | +13.3% | +10.0% | +3.3% | +11.3% |
| YTD | -7.9% | +43.0% | -50.9% | -12.3% |
| 1Y | -22.1% | +32.7% | -54.7% | -24.9% |
| All | -22.1% | +34.4% | -56.5% | -24.9% |
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 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