+5,575.7%
ROP vs IRM
+9,145.3%
-3,569.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | +2.1% | -8.6% | +10.7% | +4.4% |
| 30D | +32.9% | -8.0% | +40.9% | +35.3% |
| 3M | +20.3% | -12.0% | +32.3% | +23.6% |
| 6M | +36.8% | -18.2% | +54.9% | +42.4% |
| YTD | +8.1% | +31.4% | -23.3% | -2.1% |
| 1Y | +8.3% | +9.2% | -0.9% | +3.0% |
| 3Y | -3.2% | +94.6% | -97.8% | -23.7% |
| 5Y | +1.7% | +170.2% | -168.4% | -27.9% |
| 10Y | +199.2% | +464.3% | -265.1% | +64.9% |
| All | +5,575.7% | +9,145.3% | -3,569.7% | +2,042.5% |
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