-3.2%
ROP vs IOVA
+85.3%
-88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.0% |
| 7D | +2.1% | -5.2% | +7.3% | +2.2% |
| 30D | +32.9% | -37.8% | +70.7% | +33.6% |
| 3M | +20.3% | +29.5% | -9.1% | +18.6% |
| 6M | +36.8% | +96.6% | -59.8% | +32.8% |
| YTD | +8.1% | +194.5% | -186.4% | +3.0% |
| 1Y | +8.3% | +248.1% | -239.8% | +2.5% |
| 3Y | -3.2% | +86.1% | -89.4% | -8.4% |
| All | -3.2% | +85.3% | -88.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling