-12.3%
IP vs ROIV
+369.5%
-381.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.8% |
| 30D | +6.5% | +3.1% | +3.5% | +6.3% |
| 3M | -18.0% | +5.8% | -23.9% | -18.6% |
| 6M | +10.3% | +29.3% | -19.0% | +7.9% |
| YTD | -9.9% | +68.8% | -78.6% | -13.5% |
| 1Y | -1.1% | +81.0% | -82.1% | -5.4% |
| 3Y | +13.0% | +294.6% | -281.6% | +2.5% |
| 5Y | -12.3% | +373.1% | -385.4% | -26.8% |
| All | -12.3% | +369.5% | -381.8% | -26.8% |
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