+296.1%
ROIV vs ALLY
+44.1%
+252.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +14.3% | -0.7% | +14.9% | +14.5% |
| 30D | +16.2% | +1.1% | +15.1% | +15.9% |
| 3M | +15.1% | -13.2% | +28.3% | +19.2% |
| 6M | +44.2% | -13.5% | +57.7% | +49.2% |
| YTD | +89.8% | -14.3% | +104.1% | +96.1% |
| 1Y | +94.6% | -1.1% | +95.7% | +93.4% |
| 3Y | +367.5% | +62.0% | +305.5% | +302.2% |
| 5Y | +421.4% | -9.6% | +431.0% | +378.6% |
| All | +296.1% | +44.1% | +252.0% | +277.2% |
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