+44.9%
IR vs ROIV
+380.3%
-335.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +2.5% | +1.7% | +0.8% | +2.3% |
| 30D | +9.2% | +17.6% | -8.4% | +7.2% |
| 3M | +0.9% | +9.0% | -8.0% | -0.4% |
| 6M | +19.2% | +35.3% | -16.0% | +14.5% |
| YTD | +7.5% | +82.2% | -74.7% | -0.3% |
| 1Y | +11.7% | +92.3% | -80.5% | +2.9% |
| 3Y | +23.9% | +336.8% | -312.9% | +4.5% |
| All | +44.9% | +380.3% | -335.4% | +10.3% |
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