+287.9%
ROIV vs BIYA
-99.9%
+387.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.6% |
| 7D | +9.5% | +2.5% | +6.9% | +9.5% |
| 30D | +21.0% | -22.3% | +43.3% | +20.8% |
| 3M | +18.7% | -54.8% | +73.5% | +18.3% |
| 6M | +44.5% | -86.5% | +131.0% | +44.4% |
| YTD | +92.9% | -96.8% | +189.7% | +92.7% |
| 1Y | +100.2% | -98.6% | +198.9% | +101.7% |
| All | +287.9% | -99.9% | +387.7% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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