+273.8%
ROIV vs IAG
+402.9%
-129.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.2% | -1.0% | +5.2% |
| 7D | +5.3% | +21.4% | -16.1% | +2.7% |
| 30D | +11.9% | +4.0% | +7.8% | +11.1% |
| 3M | +10.7% | +17.0% | -6.3% | +7.8% |
| 6M | +34.9% | +1.4% | +33.5% | +33.2% |
| YTD | +79.2% | +13.8% | +65.4% | +72.9% |
| 1Y | +89.0% | +55.8% | +33.2% | +75.5% |
| 3Y | +337.3% | +647.4% | -310.1% | +221.2% |
| 5Y | +402.3% | +519.1% | -116.8% | +243.7% |
| All | +273.8% | +402.9% | -129.1% | +156.7% |
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