-15.3%
ROP vs IRM
+192.5%
-207.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -5.4% | +1.6% | -7.0% | -5.8% |
| 30D | -1.6% | -4.2% | +2.5% | -0.9% |
| 3M | +18.8% | -5.4% | +24.2% | +19.6% |
| 6M | +8.2% | +12.0% | -3.8% | +3.7% |
| YTD | -10.5% | +42.0% | -52.5% | -20.0% |
| 1Y | -23.7% | +29.9% | -53.6% | -30.5% |
| 3Y | -17.9% | +104.4% | -122.2% | -38.5% |
| 5Y | -15.3% | +191.0% | -206.4% | -44.8% |
| All | -15.3% | +192.5% | -207.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling