+273.8%
ROIV vs ACWI
+89.2%
+184.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +5.3% | -2.4% | +7.7% | +7.9% |
| 30D | +11.9% | -5.2% | +17.1% | +17.9% |
| 3M | +10.7% | -4.8% | +15.5% | +16.0% |
| 6M | +34.9% | -1.3% | +36.2% | +36.4% |
| YTD | +79.2% | +8.4% | +70.8% | +65.9% |
| 1Y | +89.0% | +11.0% | +78.0% | +71.0% |
| 3Y | +337.3% | +70.6% | +266.8% | +164.2% |
| 5Y | +402.3% | +55.3% | +347.0% | +198.4% |
| All | +273.8% | +89.2% | +184.7% | +111.6% |
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