+292.5%
ROIV vs EQX
+16.4%
+276.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +16.9% | -3.2% | +20.1% | +17.1% |
| 30D | +12.9% | +7.8% | +5.1% | +12.0% |
| 3M | +37.3% | +21.3% | +16.0% | +34.6% |
| 6M | +38.0% | -22.4% | +60.4% | +39.6% |
| YTD | +88.1% | -11.3% | +99.4% | +88.0% |
| 1Y | +183.3% | +13.5% | +169.8% | +178.2% |
| 3Y | +254.6% | +162.1% | +92.5% | +226.9% |
| 5Y | +309.8% | +84.2% | +225.6% | +264.5% |
| All | +292.5% | +16.4% | +276.1% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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