+302.0%
ROIV vs AGI
+314.2%
-12.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +22.3% | +2.2% | +20.1% | +21.9% |
| 30D | +16.9% | +11.3% | +5.6% | +15.0% |
| 3M | +43.9% | +5.6% | +38.3% | +42.1% |
| 6M | +41.6% | -27.7% | +69.3% | +46.6% |
| YTD | +92.7% | -4.1% | +96.8% | +90.9% |
| 1Y | +210.2% | +13.8% | +196.4% | +199.6% |
| 3Y | +231.8% | +217.0% | +14.8% | +176.1% |
| 5Y | +319.8% | +404.3% | -84.6% | +234.3% |
| All | +302.0% | +314.2% | -12.2% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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