+235.9%
ROIV vs ACI
+30.5%
+205.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | +1.0% | +5.9% | -5.0% | +0.7% |
| 3M | +18.3% | -19.8% | +38.1% | +19.4% |
| 6M | +18.3% | -24.7% | +43.1% | +19.8% |
| YTD | +61.0% | -24.4% | +85.4% | +62.9% |
| 1Y | +177.9% | -31.5% | +209.4% | +182.7% |
| 3Y | +199.1% | -38.7% | +237.7% | +205.8% |
| 5Y | +250.7% | -42.8% | +293.5% | +255.2% |
| All | +235.9% | +30.5% | +205.4% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 all: compounded portfolio wealth divided by compounded ACI 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…
all analysis · Full analysis span regression · 6 months rolling