+5,750.2%
ROP vs IVZ
+1,117.8%
+4,632.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -4.4% | +0.6% | -5.1% | -4.6% |
| 30D | +3.2% | +4.0% | -0.8% | +1.9% |
| 3M | +23.1% | +18.2% | +4.9% | +16.0% |
| 6M | +13.3% | +32.8% | -19.5% | +2.4% |
| YTD | -7.9% | +28.7% | -36.6% | -16.1% |
| 1Y | -22.1% | +55.4% | -77.4% | -33.3% |
| 3Y | -16.8% | +135.2% | -152.0% | -39.5% |
| 5Y | -13.5% | +64.2% | -77.7% | -32.1% |
| 10Y | +137.7% | +64.6% | +73.1% | +68.6% |
| All | +5,750.2% | +1,117.8% | +4,632.4% | +1,883.7% |
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