-17.9%
ROP vs IRM
+101.2%
-119.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | -1.6% | -4.2% | +2.5% | -1.2% |
| 3M | +18.8% | -5.4% | +24.2% | +19.2% |
| 6M | +8.2% | +12.0% | -3.8% | +4.8% |
| YTD | -10.5% | +42.0% | -52.5% | -17.7% |
| 1Y | -23.7% | +29.9% | -53.6% | -29.0% |
| 3Y | -17.9% | +104.4% | -122.2% | -36.9% |
| All | -17.9% | +101.2% | -119.1% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling