+56.5%
IOT vs ROIV
+390.2%
-333.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +5.1% | +22.3% | -17.3% | -1.9% |
| 30D | -3.0% | +16.9% | -19.9% | -8.2% |
| 3M | +15.0% | +43.9% | -29.0% | +1.1% |
| 6M | +13.1% | +41.6% | -28.4% | -0.9% |
| YTD | +9.0% | +92.7% | -83.6% | -15.1% |
| 1Y | +0.1% | +210.2% | -210.0% | -34.7% |
| 3Y | +26.4% | +231.8% | -205.4% | -22.5% |
| All | +56.5% | +390.2% | -333.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling