+135.7%
ROP vs IVZ
+60.3%
+75.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -6.1% | +1.2% | -7.3% | -6.4% |
| 30D | -3.4% | +1.8% | -5.1% | -3.9% |
| 3M | +16.7% | +15.7% | +0.9% | +11.4% |
| 6M | +8.1% | +36.3% | -28.3% | -2.0% |
| YTD | -11.7% | +24.9% | -36.6% | -18.1% |
| 1Y | -24.2% | +48.9% | -73.2% | -33.3% |
| 3Y | -19.0% | +136.8% | -155.8% | -39.6% |
| 5Y | -15.9% | +60.0% | -75.8% | -31.9% |
| 10Y | +135.7% | +63.4% | +72.3% | +72.4% |
| All | +135.7% | +60.3% | +75.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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