+96.3%
BLK vs ROIV
+276.5%
-180.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +3.7% | +1.7% | +2.1% | +3.5% |
| 30D | +13.9% | +17.6% | -3.7% | +12.0% |
| 3M | +3.9% | +9.0% | -5.0% | +2.7% |
| 6M | +13.0% | +35.3% | -22.3% | +8.8% |
| YTD | +16.1% | +82.2% | -66.0% | +8.1% |
| 1Y | +16.8% | +92.3% | -75.5% | +8.0% |
| 3Y | +97.7% | +336.8% | -239.1% | +67.3% |
| 5Y | +42.1% | +370.6% | -328.5% | +9.7% |
| All | +96.3% | +276.5% | -180.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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