+421.4%
ROIV vs ALM
+395.6%
+25.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.5% | +1.7% |
| 7D | +14.3% | -6.3% | +20.6% | +14.7% |
| 30D | +16.2% | -31.4% | +47.6% | +18.4% |
| 3M | +15.1% | -40.6% | +55.7% | +18.2% |
| 6M | +44.2% | -58.6% | +102.9% | +49.6% |
| YTD | +89.8% | -7.6% | +97.4% | +91.9% |
| 1Y | +94.6% | +13.8% | +80.7% | +95.7% |
| 3Y | +367.5% | +842.1% | -474.6% | +332.6% |
| 5Y | +421.4% | +407.4% | +14.0% | +430.1% |
| All | +421.4% | +395.6% | +25.8% | +430.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling