-8.4%
IP vs ROIV
+382.1%
-390.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.6% | +1.1% |
| 7D | +3.4% | +3.0% | +0.4% | +3.2% |
| 30D | +11.2% | +6.8% | +4.4% | +10.7% |
| 3M | -14.8% | +10.5% | -25.3% | -15.6% |
| 6M | +17.3% | +34.8% | -17.5% | +14.4% |
| YTD | -6.2% | +76.2% | -82.3% | -10.2% |
| 1Y | +2.3% | +92.4% | -90.1% | -2.6% |
| 3Y | +17.7% | +312.0% | -294.3% | +6.4% |
| 5Y | -8.4% | +388.3% | -396.7% | -23.8% |
| All | -8.4% | +382.1% | -390.5% | -23.8% |
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