+87.6%
ROIV vs ALM
+7.9%
+79.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.5% |
| 7D | +9.2% | -4.0% | +13.2% | +9.8% |
| 30D | +19.9% | -30.5% | +50.4% | +25.9% |
| 3M | +10.6% | -46.9% | +57.5% | +20.7% |
| 6M | +36.1% | -65.5% | +101.6% | +54.6% |
| YTD | +84.3% | -13.4% | +97.7% | +87.8% |
| 1Y | +87.6% | +9.8% | +77.8% | +85.4% |
| All | +87.6% | +7.9% | +79.6% | +85.4% |
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