+6,732.4%
ROP vs IVZ
+963.1%
+5,769.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +2.2% | -2.0% | -0.7% |
| 30D | +30.3% | -2.2% | +32.5% | +30.6% |
| 3M | +17.8% | -8.4% | +26.2% | +20.3% |
| 6M | +38.9% | +6.2% | +32.7% | +34.3% |
| YTD | +7.6% | +12.4% | -4.8% | +1.6% |
| 1Y | +6.5% | +26.0% | -19.5% | -3.1% |
| 3Y | -6.3% | +147.9% | -154.1% | -33.1% |
| 5Y | +0.9% | +38.8% | -37.8% | -16.6% |
| 10Y | +180.7% | +44.6% | +136.2% | +106.4% |
| All | +6,732.4% | +963.1% | +5,769.3% | +2,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling