+92.7%
IR vs ROIV
+280.9%
-188.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.7% |
| 7D | +4.3% | +9.2% | -5.0% | +3.4% |
| 30D | +8.1% | +19.9% | -11.8% | +6.2% |
| 3M | +0.7% | +10.6% | -9.9% | -0.6% |
| 6M | +16.6% | +36.1% | -19.5% | +12.5% |
| YTD | +7.8% | +84.3% | -76.5% | +0.7% |
| 1Y | +9.9% | +87.6% | -77.7% | +2.4% |
| 3Y | +25.2% | +353.9% | -328.7% | +7.5% |
| 5Y | +46.8% | +376.1% | -329.3% | +16.8% |
| All | +92.7% | +280.9% | -188.2% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling