+2,700.2%
ROP vs IAG
+299.6%
+2,400.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.2% | +0.3% |
| 7D | -2.7% | -2.1% | -0.6% | -2.6% |
| 30D | +29.7% | -6.2% | +35.9% | +29.9% |
| 3M | +21.2% | -5.1% | +26.4% | +21.2% |
| 6M | +48.3% | -10.0% | +58.2% | +48.2% |
| YTD | +8.4% | +3.9% | +4.5% | +6.5% |
| 1Y | +6.0% | +18.9% | -12.9% | +3.1% |
| 3Y | -5.6% | +651.8% | -657.4% | -20.8% |
| 5Y | +1.3% | +416.3% | -415.0% | -15.1% |
| 10Y | +184.1% | +377.4% | -193.3% | +125.9% |
| All | +2,700.2% | +299.6% | +2,400.6% | +1,916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling