+10.6%
ROP vs IRM
+19.5%
-8.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +4.1% |
| 7D | +11.7% | +2.6% | +9.1% | +12.0% |
| 30D | +35.5% | +5.6% | +29.8% | +36.1% |
| 3M | +25.6% | -4.7% | +30.4% | +25.5% |
| 6M | +39.3% | -6.1% | +45.4% | +39.2% |
| YTD | +11.6% | +46.3% | -34.7% | +5.2% |
| 1Y | +10.6% | +18.7% | -8.1% | +7.8% |
| All | +10.6% | +19.5% | -8.8% | +7.8% |
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