-20.4%
ROP vs IFF
+29.7%
-50.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -8.0% | -2.8% | -5.2% | -7.7% |
| 30D | -2.7% | -1.1% | -1.6% | -2.6% |
| 3M | +16.6% | +13.8% | +2.8% | +14.7% |
| 6M | +10.4% | +16.7% | -6.3% | +7.7% |
| YTD | -12.1% | +26.1% | -38.2% | -15.9% |
| 1Y | -23.6% | +33.5% | -57.1% | -27.9% |
| All | -20.4% | +29.7% | -50.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling