+5,588.8%
ROP vs IRM
+9,658.3%
-4,069.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -2.9% | -5.3% | +2.3% | -1.8% |
| 30D | +30.1% | -2.3% | +32.4% | +30.3% |
| 3M | +19.9% | -7.4% | +27.3% | +21.5% |
| 6M | +46.0% | -12.2% | +58.2% | +49.3% |
| YTD | +8.4% | +38.6% | -30.3% | -3.3% |
| 1Y | +8.8% | +14.9% | -6.1% | +2.1% |
| 3Y | -5.6% | +108.2% | -113.8% | -26.9% |
| 5Y | +3.0% | +183.8% | -180.8% | -28.0% |
| 10Y | +184.0% | +512.6% | -328.6% | +53.2% |
| All | +5,588.8% | +9,658.3% | -4,069.5% | +2,015.8% |
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 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