+78.5%
IJH vs ROIV
+276.5%
-198.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +2.1% | +17.6% | -15.5% | +0.4% |
| 3M | -5.7% | +9.0% | -14.6% | -6.7% |
| 6M | +1.4% | +35.3% | -33.9% | -2.0% |
| YTD | +12.6% | +82.2% | -69.5% | +5.5% |
| 1Y | +16.1% | +92.3% | -76.1% | +8.1% |
| 3Y | +57.8% | +336.8% | -279.0% | +35.9% |
| 5Y | +36.8% | +370.6% | -333.8% | +8.2% |
| All | +78.5% | +276.5% | -198.0% | +45.3% |
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