+129.7%
ROP vs IBN
+324.2%
-194.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -4.6% | -3.0% | -1.6% | -3.9% |
| 30D | -1.7% | -1.5% | -0.2% | -1.4% |
| 3M | +17.1% | +7.9% | +9.1% | +14.9% |
| 6M | +10.9% | +8.6% | +2.2% | +8.4% |
| YTD | -12.1% | -0.6% | -11.5% | -12.3% |
| 1Y | -24.2% | -7.3% | -16.9% | -23.2% |
| 3Y | -20.4% | +26.2% | -46.6% | -25.9% |
| 5Y | -15.4% | +57.8% | -73.2% | -26.2% |
| All | +129.7% | +324.2% | -194.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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