+92.4%
ROIV vs ALM
+44.8%
+47.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +3.0% | -6.4% | +9.4% | +3.9% |
| 30D | +6.8% | -35.0% | +41.8% | +13.2% |
| 3M | +10.5% | -33.8% | +44.3% | +16.9% |
| 6M | +34.8% | -55.0% | +89.8% | +47.2% |
| YTD | +76.2% | -0.2% | +76.4% | +77.0% |
| 1Y | +92.4% | +41.8% | +50.6% | +87.2% |
| All | +92.4% | +44.8% | +47.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling