-17.9%
ROP vs IVZ
+140.4%
-158.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.5% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | -1.6% | +3.1% | -4.7% | -2.2% |
| 3M | +18.8% | +18.2% | +0.7% | +14.7% |
| 6M | +8.2% | +38.6% | -30.4% | +0.3% |
| YTD | -10.5% | +25.9% | -36.4% | -15.1% |
| 1Y | -23.7% | +51.7% | -75.4% | -30.8% |
| 3Y | -17.9% | +138.7% | -156.5% | -34.5% |
| All | -17.9% | +140.4% | -158.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling