-16.1%
IP vs ROIV
+250.7%
-266.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -10.9% | +1.0% | -11.8% | -10.9% |
| 3M | +11.2% | +18.3% | -7.1% | +9.8% |
| 6M | -10.2% | +18.3% | -28.6% | -11.4% |
| YTD | -2.0% | +61.0% | -63.0% | -5.2% |
| 1Y | -19.1% | +177.9% | -197.0% | -24.4% |
| 3Y | +20.9% | +199.1% | -178.2% | +11.5% |
| All | -16.1% | +250.7% | -266.8% | -29.4% |
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