+683.4%
ROP vs IOVA
-92.3%
+775.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.5% |
| 3M | +20.3% | +29.5% | -9.1% | +19.5% |
| 6M | +36.8% | +96.6% | -59.8% | +34.8% |
| YTD | +8.1% | +194.5% | -186.4% | +5.7% |
| 1Y | +8.3% | +248.1% | -239.8% | +5.6% |
| 3Y | -3.2% | +86.1% | -89.4% | -5.9% |
| 5Y | +1.7% | -67.8% | +69.6% | 0.0% |
| 10Y | +199.2% | +38.6% | +160.6% | +189.4% |
| All | +683.4% | -92.3% | +775.7% | +648.9% |
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