-24.2%
ROP vs IRM
+29.2%
-53.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | -6.1% | +3.0% | -9.1% | -6.0% |
| 30D | -3.4% | -5.2% | +1.9% | -3.6% |
| 3M | +16.7% | -8.0% | +24.7% | +16.3% |
| 6M | +8.1% | +9.2% | -1.1% | +5.9% |
| YTD | -11.7% | +41.0% | -52.7% | -16.4% |
| 1Y | -24.2% | +23.3% | -47.5% | -27.7% |
| All | -24.2% | +29.2% | -53.4% | -27.7% |
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