+2,454.1%
ROP vs IBB
+560.8%
+1,893.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.1% |
| 7D | -4.4% | +1.4% | -5.9% | -5.2% |
| 30D | +3.2% | +10.5% | -7.3% | -2.3% |
| 3M | +23.1% | +23.6% | -0.6% | +9.4% |
| 6M | +13.3% | +22.6% | -9.3% | +0.5% |
| YTD | -7.9% | +25.7% | -33.5% | -19.5% |
| 1Y | -22.1% | +51.4% | -73.4% | -38.7% |
| 3Y | -16.8% | +64.4% | -81.2% | -38.4% |
| 5Y | -13.5% | +22.1% | -35.7% | -26.0% |
| 10Y | +137.7% | +132.5% | +5.2% | +35.5% |
| All | +2,454.1% | +560.8% | +1,893.3% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling