+298.8%
ROIV vs CHD
+19.9%
+279.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.8% | +19.0% |
| 7D | +20.2% | -2.9% | +23.1% | +20.6% |
| 30D | +14.1% | -6.2% | +20.3% | +15.1% |
| 3M | +45.6% | +1.6% | +44.0% | +44.9% |
| 6M | +44.1% | -3.5% | +47.7% | +44.5% |
| YTD | +91.2% | +16.2% | +74.9% | +85.2% |
| 1Y | +221.3% | +3.4% | +217.9% | +217.8% |
| 3Y | +229.2% | +4.6% | +224.6% | +221.5% |
| 5Y | +316.5% | +21.1% | +295.3% | +272.6% |
| All | +298.8% | +19.9% | +279.0% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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