+296.1%
ROIV vs CG
+70.2%
+225.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +14.3% | +2.0% | +12.3% | +13.6% |
| 30D | +16.2% | +8.5% | +7.7% | +13.2% |
| 3M | +15.1% | -12.1% | +27.3% | +19.3% |
| 6M | +44.2% | -16.4% | +60.7% | +51.1% |
| YTD | +89.8% | -28.0% | +117.8% | +107.8% |
| 1Y | +94.6% | -18.9% | +113.5% | +104.2% |
| 3Y | +367.5% | +51.2% | +316.3% | +270.2% |
| 5Y | +421.4% | -15.9% | +437.3% | +356.0% |
| All | +296.1% | +70.2% | +225.9% | +240.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling