+291.1%
ROIV vs ALM
+551.1%
-260.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +4.2% |
| 7D | +13.3% | +0.7% | +12.6% | +13.3% |
| 30D | +14.8% | -26.1% | +40.8% | +16.1% |
| 3M | +11.9% | -38.1% | +50.0% | +14.1% |
| 6M | +42.4% | -55.4% | +97.8% | +46.2% |
| YTD | +87.4% | -0.4% | +87.8% | +88.9% |
| 1Y | +97.2% | +25.4% | +71.9% | +97.9% |
| 3Y | +375.7% | +907.8% | -532.1% | +354.8% |
| 5Y | +379.0% | +440.2% | -61.1% | +364.5% |
| All | +291.1% | +551.1% | -260.0% | +279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling