+235.9%
ROIV vs IAG
+449.1%
-213.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +0.6% | -0.5% | +1.2% | +0.6% |
| 30D | +1.0% | +28.9% | -27.9% | -2.6% |
| 3M | +18.3% | +19.1% | -0.9% | +14.9% |
| 6M | +18.3% | -10.3% | +28.6% | +18.5% |
| YTD | +61.0% | +24.2% | +36.8% | +54.1% |
| 1Y | +177.9% | +116.5% | +61.4% | +147.5% |
| 3Y | +199.1% | +742.8% | -543.7% | +116.6% |
| 5Y | +250.7% | +753.3% | -502.6% | +138.8% |
| All | +235.9% | +449.1% | -213.2% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling