-15.3%
ROP vs IBN
+56.7%
-72.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.2% |
| 7D | -5.4% | -2.2% | -3.2% | -4.9% |
| 30D | -1.6% | -2.3% | +0.6% | -1.1% |
| 3M | +18.8% | +15.9% | +3.0% | +14.6% |
| 6M | +8.2% | +5.6% | +2.6% | +6.6% |
| YTD | -10.5% | -0.1% | -10.4% | -10.7% |
| 1Y | -23.7% | -6.5% | -17.2% | -22.7% |
| 3Y | -17.9% | +29.3% | -47.2% | -24.7% |
| 5Y | -15.3% | +56.6% | -71.9% | -28.5% |
| All | -15.3% | +56.7% | -72.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling