+10.3%
IP vs ROIV
+27.9%
-17.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.3% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | +6.5% | +3.1% | +3.5% | +6.0% |
| 3M | -18.0% | +5.8% | -23.9% | -19.6% |
| 6M | +10.3% | +29.3% | -19.0% | -0.9% |
| All | +10.3% | +27.9% | -17.5% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling