+2,680.2%
ROP vs IAG
+331.8%
+2,348.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +1.0% |
| 7D | +0.2% | +16.8% | -16.7% | -0.8% |
| 30D | +30.3% | -1.5% | +31.8% | +30.2% |
| 3M | +17.8% | +0.5% | +17.3% | +17.4% |
| 6M | +38.9% | -1.0% | +39.9% | +38.1% |
| YTD | +7.6% | +12.3% | -4.7% | +5.3% |
| 1Y | +6.5% | +39.2% | -32.7% | +2.6% |
| 3Y | -6.3% | +712.3% | -718.6% | -21.7% |
| 5Y | +0.9% | +484.2% | -483.3% | -16.0% |
| 10Y | +180.7% | +382.3% | -201.5% | +123.5% |
| All | +2,680.2% | +331.8% | +2,348.5% | +1,892.7% |
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 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