+252.1%
ROIV vs ACWI
+89.2%
+162.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -0.5% |
| 7D | -2.4% | -4.0% | +1.6% | +1.6% |
| 30D | +3.1% | -5.8% | +8.9% | +9.3% |
| 3M | +5.8% | -5.0% | +10.9% | +11.1% |
| 6M | +29.3% | +0.7% | +28.6% | +28.2% |
| YTD | +68.8% | +8.4% | +60.3% | +56.2% |
| 1Y | +81.0% | +10.1% | +70.9% | +65.0% |
| 3Y | +294.6% | +70.8% | +223.8% | +138.1% |
| 5Y | +373.1% | +55.4% | +317.8% | +180.9% |
| All | +252.1% | +89.2% | +162.9% | +99.2% |
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