+135.7%
ROP vs IRM
+418.7%
-283.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -6.1% | +3.0% | -9.1% | -6.8% |
| 30D | -3.4% | -5.2% | +1.9% | -2.2% |
| 3M | +16.7% | -8.0% | +24.7% | +18.5% |
| 6M | +8.1% | +9.2% | -1.1% | +4.1% |
| YTD | -11.7% | +41.0% | -52.7% | -21.3% |
| 1Y | -24.2% | +23.3% | -47.5% | -30.1% |
| 3Y | -19.0% | +102.8% | -121.8% | -37.8% |
| 5Y | -15.9% | +192.8% | -208.6% | -43.3% |
| 10Y | +135.7% | +439.6% | -304.0% | +27.1% |
| All | +135.7% | +418.7% | -283.0% | +27.1% |
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