+2,731.5%
ROP vs IBN
+1,532.9%
+1,198.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.8% | -3.4% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | +3.2% | -0.3% | +3.6% | +3.3% |
| 3M | +23.1% | +17.1% | +5.9% | +18.9% |
| 6M | +13.3% | +3.4% | +9.9% | +12.2% |
| YTD | -7.9% | +2.5% | -10.4% | -8.7% |
| 1Y | -22.1% | -4.2% | -17.9% | -21.7% |
| 3Y | -16.8% | +32.4% | -49.2% | -22.7% |
| 5Y | -13.5% | +59.2% | -72.7% | -23.4% |
| 10Y | +137.7% | +345.7% | -208.0% | +60.5% |
| All | +2,731.5% | +1,532.9% | +1,198.6% | +1,174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling