+0.7%
ROP vs IRM
+174.2%
-173.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.1% |
| 7D | +2.1% | -8.6% | +10.7% | +3.8% |
| 30D | +32.9% | -8.0% | +40.9% | +34.7% |
| 3M | +20.3% | -12.0% | +32.3% | +22.8% |
| 6M | +36.8% | -18.2% | +54.9% | +41.3% |
| YTD | +8.1% | +31.4% | -23.3% | -2.5% |
| 1Y | +8.3% | +9.2% | -0.9% | +2.7% |
| 3Y | -3.2% | +94.6% | -97.8% | -28.2% |
| All | +0.7% | +174.2% | -173.5% | -35.1% |
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 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