+291.1%
ROIV vs ACWI
+94.1%
+197.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +2.1% |
| 7D | +13.3% | +0.3% | +13.0% | +13.1% |
| 30D | +14.8% | -2.8% | +17.6% | +18.1% |
| 3M | +11.9% | -3.2% | +15.1% | +15.4% |
| 6M | +42.4% | +1.3% | +41.1% | +40.5% |
| YTD | +87.4% | +11.2% | +76.2% | +69.4% |
| 1Y | +97.2% | +13.8% | +83.5% | +74.4% |
| 3Y | +375.7% | +76.2% | +299.5% | +178.6% |
| 5Y | +379.0% | +59.5% | +319.6% | +177.7% |
| All | +291.1% | +94.1% | +197.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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