+55.6%
IOT vs ROIV
+380.0%
-324.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | -0.8% | +19.0% | -19.8% | -6.6% |
| 30D | -4.7% | +16.1% | -20.8% | -9.6% |
| 3M | +17.8% | +44.1% | -26.3% | +3.5% |
| 6M | +16.8% | +37.8% | -21.0% | +3.2% |
| YTD | +8.4% | +88.7% | -80.2% | -15.0% |
| 1Y | -0.8% | +197.3% | -198.1% | -34.4% |
| 3Y | +25.7% | +224.9% | -199.2% | -22.4% |
| All | +55.6% | +380.0% | -324.3% | -35.8% |
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