+24,221.5%
ROP vs IFF
+477.3%
+23,744.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +18.8% | +18.6% | +0.3% | +11.0% |
| 6M | +8.2% | +17.4% | -9.2% | -0.2% |
| YTD | -10.5% | +28.5% | -39.0% | -20.7% |
| 1Y | -23.7% | +32.5% | -56.3% | -33.6% |
| 3Y | -17.9% | +34.1% | -51.9% | -30.8% |
| 5Y | -15.3% | -35.2% | +19.8% | -8.6% |
| 10Y | +133.4% | -21.1% | +154.5% | +117.9% |
| All | +24,221.5% | +477.3% | +23,744.2% | +9,569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling