+184.4%
ROP vs IRM
+520.0%
-335.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +0.7% | +6.8% | -6.1% | -0.9% |
| 30D | +28.8% | +2.6% | +26.2% | +27.5% |
| 3M | +21.1% | -9.5% | +30.5% | +23.3% |
| 6M | +52.5% | -8.5% | +61.0% | +54.1% |
| YTD | +8.9% | +40.3% | -31.4% | -3.4% |
| 1Y | +8.2% | +28.7% | -20.4% | -1.8% |
| 3Y | -5.2% | +111.8% | -117.0% | -28.7% |
| 5Y | +1.7% | +189.1% | -187.4% | -31.7% |
| All | +184.4% | +520.0% | -335.6% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling