+567.8%
ROP vs IOVA
-91.6%
+659.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.6% |
| 7D | -4.4% | +9.7% | -14.2% | -4.6% |
| 30D | +3.2% | +102.5% | -99.3% | +2.2% |
| 3M | +23.1% | +100.7% | -77.6% | +21.7% |
| 6M | +13.3% | +106.3% | -93.0% | +11.8% |
| YTD | -7.9% | +222.0% | -229.8% | -9.7% |
| 1Y | -22.1% | +299.5% | -321.6% | -24.0% |
| 3Y | -16.8% | +42.9% | -59.7% | -18.7% |
| 5Y | -13.5% | -65.0% | +51.5% | -14.9% |
| 10Y | +137.7% | +10.3% | +127.4% | +130.6% |
| All | +567.8% | -91.6% | +659.4% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling