+23.9%
IP vs ROIV
+200.3%
-176.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -10.9% | +1.0% | -11.8% | -11.1% |
| 3M | +11.2% | +18.3% | -7.1% | +8.3% |
| 6M | -10.2% | +18.3% | -28.6% | -12.8% |
| YTD | -2.0% | +61.0% | -63.0% | -8.6% |
| 1Y | -19.1% | +177.9% | -197.0% | -30.0% |
| All | +23.9% | +200.3% | -176.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling