+184.4%
ROP vs IVZ
+43.7%
+140.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.2% |
| 7D | +0.7% | +7.6% | -6.9% | -1.3% |
| 30D | +28.8% | +4.3% | +24.5% | +26.9% |
| 3M | +21.1% | -9.3% | +30.4% | +23.7% |
| 6M | +52.5% | +5.2% | +47.3% | +48.5% |
| YTD | +8.9% | +13.4% | -4.6% | +3.2% |
| 1Y | +8.2% | +25.4% | -17.1% | -0.4% |
| 3Y | -5.2% | +152.5% | -157.7% | -30.9% |
| 5Y | +1.7% | +36.7% | -35.0% | -13.9% |
| All | +184.4% | +43.7% | +140.7% | +115.5% |
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