+48.4%
IR vs ROIV
+250.7%
-202.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -2.8% | +0.6% | -3.5% | -2.9% |
| 30D | -15.1% | +1.0% | -16.1% | -15.3% |
| 3M | +6.1% | +18.3% | -12.2% | +4.1% |
| 6M | -16.8% | +18.3% | -35.1% | -18.5% |
| YTD | -3.5% | +61.0% | -64.5% | -8.5% |
| 1Y | -3.5% | +177.9% | -181.4% | -13.2% |
| 3Y | +9.5% | +199.1% | -189.6% | -3.2% |
| All | +48.4% | +250.7% | -202.3% | +19.0% |
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