+302.4%
ROIV vs ALLY
+46.4%
+256.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +9.5% | -2.8% | +12.2% | +10.3% |
| 30D | +21.0% | +1.9% | +19.1% | +20.4% |
| 3M | +18.7% | -12.1% | +30.8% | +22.5% |
| 6M | +44.5% | -9.0% | +53.5% | +47.6% |
| YTD | +92.9% | -12.9% | +105.8% | +98.4% |
| 1Y | +100.2% | -0.1% | +100.3% | +98.4% |
| 3Y | +375.0% | +64.6% | +310.4% | +306.9% |
| 5Y | +435.2% | -10.1% | +445.2% | +388.0% |
| All | +302.4% | +46.4% | +256.0% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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