-19.1%
IP vs ROIV
+177.7%
-196.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -10.9% | +1.0% | -11.8% | -11.1% |
| 3M | +11.2% | +18.3% | -7.1% | +7.6% |
| 6M | -10.2% | +18.3% | -28.6% | -13.4% |
| YTD | -2.0% | +61.0% | -63.0% | -8.3% |
| 1Y | -19.1% | +177.9% | -197.0% | -27.3% |
| All | -19.1% | +177.7% | -196.8% | -27.3% |
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 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