+16.3%
FIX vs ROIV
+91.0%
-74.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -1.3% |
| 7D | +17.0% | +9.2% | +7.8% | +14.0% |
| 30D | -30.6% | +19.9% | -50.5% | -34.4% |
| 3M | -35.0% | +10.6% | -45.6% | -37.4% |
| 6M | -44.0% | +36.1% | -80.0% | -49.8% |
| YTD | +21.1% | +84.3% | -63.1% | -2.5% |
| 1Y | +16.3% | +87.6% | -71.3% | -7.7% |
| All | +16.3% | +91.0% | -74.7% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling