+4,738.0%
ROP vs IRM
+9,964.6%
-5,226.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | -4.4% | -0.5% | -4.0% | -4.3% |
| 30D | +3.2% | -8.1% | +11.3% | +5.4% |
| 3M | +23.1% | -9.7% | +32.7% | +25.7% |
| 6M | +13.3% | +10.0% | +3.3% | +9.0% |
| YTD | -7.9% | +43.0% | -50.9% | -17.9% |
| 1Y | -22.1% | +32.7% | -54.7% | -29.5% |
| 3Y | -16.8% | +102.7% | -119.5% | -34.7% |
| 5Y | -13.5% | +187.6% | -201.1% | -39.5% |
| 10Y | +137.7% | +420.1% | -282.4% | +34.7% |
| All | +4,738.0% | +9,964.6% | -5,226.6% | +1,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling