+130.8%
ROP vs IBB
+128.4%
+2.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -6.1% | -3.9% | -2.2% | -4.4% |
| 30D | -3.4% | +2.7% | -6.1% | -4.7% |
| 3M | +16.7% | +21.4% | -4.7% | +6.4% |
| 6M | +8.1% | +20.1% | -12.0% | -1.5% |
| YTD | -11.7% | +21.9% | -33.5% | -20.2% |
| 1Y | -24.2% | +44.1% | -68.3% | -37.1% |
| 3Y | -19.0% | +63.4% | -82.3% | -37.6% |
| 5Y | -15.9% | +19.8% | -35.6% | -25.4% |
| All | +130.8% | +128.4% | +2.4% | +46.4% |
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