+675.2%
ROP vs IOVA
-92.2%
+767.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +29.5% | -44.1% | +73.7% | +30.3% |
| 3M | +17.5% | +28.9% | -11.3% | +16.8% |
| 6M | +38.1% | +125.7% | -87.6% | +35.8% |
| YTD | +7.0% | +199.3% | -192.3% | +4.6% |
| 1Y | +6.5% | +255.2% | -248.7% | +3.9% |
| 3Y | -5.5% | +106.8% | -112.3% | -8.2% |
| 5Y | -0.4% | -67.1% | +66.7% | -2.1% |
| 10Y | +183.6% | +16.7% | +166.9% | +174.5% |
| All | +675.2% | -92.2% | +767.5% | +641.0% |
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