+302.0%
ROIV vs IAG
+450.7%
-148.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +22.3% | +1.7% | +20.6% | +22.0% |
| 30D | +16.9% | +11.4% | +5.4% | +15.0% |
| 3M | +43.9% | +33.0% | +10.9% | +37.8% |
| 6M | +41.6% | -6.0% | +47.6% | +41.0% |
| YTD | +92.7% | +24.6% | +68.1% | +84.3% |
| 1Y | +210.2% | +105.0% | +105.2% | +177.9% |
| 3Y | +231.8% | +837.9% | -606.1% | +136.9% |
| 5Y | +319.8% | +817.0% | -497.2% | +185.5% |
| All | +302.0% | +450.7% | -148.7% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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