-15.3%
ROP vs IAG
+766.8%
-782.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -2.8% |
| 7D | -5.4% | +4.3% | -9.7% | -5.5% |
| 30D | -1.6% | +9.8% | -11.4% | -1.9% |
| 3M | +18.8% | +28.9% | -10.1% | +17.8% |
| 6M | +8.2% | -7.6% | +15.8% | +8.4% |
| YTD | -10.5% | +22.0% | -32.4% | -11.8% |
| 1Y | -23.7% | +99.5% | -123.3% | -27.1% |
| 3Y | -17.9% | +818.3% | -836.1% | -29.3% |
| 5Y | -15.3% | +785.9% | -801.2% | -30.7% |
| All | -15.3% | +766.8% | -782.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling