+129.7%
ROP vs IBB
+125.2%
+4.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -8.0% | -5.2% | -2.8% | -5.7% |
| 30D | -2.7% | +1.5% | -4.2% | -3.5% |
| 3M | +16.6% | +22.1% | -5.5% | +6.0% |
| 6M | +10.4% | +17.7% | -7.4% | +1.5% |
| YTD | -12.1% | +20.2% | -32.3% | -20.1% |
| 1Y | -23.6% | +44.4% | -68.1% | -36.7% |
| 3Y | -19.3% | +61.1% | -80.4% | -37.5% |
| 5Y | -15.4% | +18.5% | -33.9% | -24.6% |
| All | +129.7% | +125.2% | +4.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IBB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling