+302.4%
ROIV vs ALM
+505.5%
-203.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +9.5% | -7.2% | +16.6% | +9.8% |
| 30D | +21.0% | -26.4% | +47.3% | +22.5% |
| 3M | +18.7% | -38.6% | +57.3% | +21.1% |
| 6M | +44.5% | -61.0% | +105.5% | +49.1% |
| YTD | +92.9% | -7.4% | +100.2% | +94.9% |
| 1Y | +100.2% | +14.0% | +86.3% | +101.6% |
| 3Y | +375.0% | +844.4% | -469.4% | +355.5% |
| 5Y | +435.2% | +410.8% | +24.4% | +420.6% |
| All | +302.4% | +505.5% | -203.0% | +291.9% |
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