-22.1%
ROP vs IAG
+119.5%
-141.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.7% |
| 7D | -4.4% | -0.5% | -3.9% | -4.5% |
| 30D | +3.2% | +28.9% | -25.7% | +5.0% |
| 3M | +23.1% | +19.1% | +3.9% | +25.3% |
| 6M | +13.3% | -10.3% | +23.6% | +14.4% |
| YTD | -7.9% | +24.2% | -32.0% | -6.0% |
| 1Y | -22.1% | +116.5% | -138.5% | -20.5% |
| All | -22.1% | +119.5% | -141.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling