+298.8%
ROIV vs CG
+87.5%
+211.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.2% | +20.9% | +19.4% |
| 7D | +20.2% | -1.3% | +21.4% | +20.5% |
| 30D | +14.1% | -3.2% | +17.3% | +14.9% |
| 3M | +45.6% | +6.2% | +39.4% | +41.4% |
| 6M | +44.1% | -4.7% | +48.8% | +44.9% |
| YTD | +91.2% | -20.6% | +111.8% | +103.3% |
| 1Y | +221.3% | -26.4% | +247.7% | +248.3% |
| 3Y | +229.2% | +55.4% | +173.8% | +159.2% |
| 5Y | +316.5% | +9.8% | +306.6% | +254.1% |
| All | +298.8% | +87.5% | +211.4% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling