+296.1%
ROIV vs FFIV
+89.1%
+207.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +14.3% | -4.2% | +18.5% | +15.5% |
| 30D | +16.2% | -33.9% | +50.1% | +27.0% |
| 3M | +15.1% | -22.6% | +37.7% | +20.5% |
| 6M | +44.2% | -10.4% | +54.6% | +44.5% |
| YTD | +89.8% | +24.3% | +65.5% | +71.7% |
| 1Y | +94.6% | +31.8% | +62.8% | +72.6% |
| 3Y | +367.5% | +99.5% | +268.0% | +250.7% |
| 5Y | +421.4% | +40.7% | +380.7% | +298.4% |
| All | +296.1% | +89.1% | +207.0% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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