+0.6%
ROP vs IBB
+37.5%
-36.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.7% | -3.6% |
| 7D | +2.1% | -1.8% | +4.0% | +2.7% |
| 30D | +32.9% | +5.1% | +27.9% | +30.2% |
| 3M | +20.0% | +10.7% | +9.3% | +14.9% |
| 6M | +36.4% | +22.9% | +13.5% | +25.0% |
| YTD | +7.8% | +26.7% | -18.9% | -2.8% |
| 1Y | +8.0% | +35.1% | -27.1% | -5.5% |
| 3Y | -3.5% | +80.2% | -83.7% | -26.8% |
| All | +0.6% | +37.5% | -36.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling