+183.6%
ROP vs IBB
+139.6%
+44.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.3% |
| 7D | -1.6% | +2.7% | -4.4% | -3.0% |
| 30D | +29.5% | +6.3% | +23.2% | +25.7% |
| 3M | +17.5% | +11.1% | +6.5% | +11.3% |
| 6M | +38.1% | +29.2% | +8.8% | +21.3% |
| YTD | +7.0% | +30.2% | -23.2% | -6.8% |
| 1Y | +6.5% | +39.5% | -33.0% | -10.5% |
| 3Y | -5.5% | +92.3% | -97.8% | -33.4% |
| 5Y | -0.4% | +43.0% | -43.4% | -19.5% |
| 10Y | +183.6% | +137.1% | +46.5% | +67.9% |
| All | +183.6% | +139.6% | +44.0% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling