-4.4%
IP vs ROIV
+270.3%
-274.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.3% | +0.4% |
| 7D | -5.1% | +5.3% | -10.4% | -5.4% |
| 30D | +8.5% | +11.9% | -3.4% | +7.7% |
| 3M | -13.8% | +10.7% | -24.5% | -14.6% |
| 6M | +5.7% | +34.9% | -29.2% | +3.3% |
| YTD | -9.1% | +79.2% | -88.3% | -12.9% |
| 1Y | -0.8% | +89.0% | -89.8% | -5.3% |
| 3Y | +14.8% | +337.3% | -322.5% | +4.1% |
| 5Y | -11.5% | +402.3% | -413.8% | -24.8% |
| All | -4.4% | +270.3% | -274.7% | -19.2% |
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