+133.4%
ROP vs IOVA
+6.6%
+126.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.8% |
| 7D | -5.4% | +5.1% | -10.5% | -5.6% |
| 30D | -1.6% | +37.2% | -38.9% | -3.2% |
| 3M | +18.8% | +117.5% | -98.7% | +13.5% |
| 6M | +8.2% | +69.6% | -61.4% | +4.2% |
| YTD | -10.5% | +218.7% | -229.2% | -17.1% |
| 1Y | -23.7% | +265.5% | -289.3% | -30.3% |
| 3Y | -17.9% | +46.2% | -64.1% | -25.5% |
| 5Y | -15.3% | -63.2% | +47.9% | -19.7% |
| 10Y | +133.4% | +6.1% | +127.3% | +101.8% |
| All | +133.4% | +6.6% | +126.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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